+20.0%
YUM vs COPX
+163.4%
-143.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -2.3% | -3.7% | -5.8% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -7.6% | +6.8% | -14.4% | -8.7% |
| 6M | -9.1% | +7.9% | -17.1% | -11.0% |
| YTD | -5.5% | +23.7% | -29.3% | -10.0% |
| 1Y | -3.7% | +71.5% | -75.2% | -13.7% |
| 3Y | +17.8% | +149.1% | -131.3% | -3.7% |
| All | +20.0% | +163.4% | -143.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling