+165.5%
YUM vs CP
+232.0%
-66.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -6.1% | -2.6% | -3.5% | -5.1% |
| 30D | -5.8% | -3.7% | -2.1% | -4.5% |
| 3M | -7.6% | +0.1% | -7.8% | -7.9% |
| 6M | -9.1% | +7.8% | -17.0% | -12.2% |
| YTD | -5.5% | +21.7% | -27.2% | -13.2% |
| 1Y | -3.7% | +18.6% | -22.3% | -10.8% |
| 3Y | +17.8% | +17.5% | +0.3% | +7.1% |
| 5Y | +19.3% | +35.4% | -16.1% | -0.3% |
| All | +165.5% | +232.0% | -66.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling