-1.6%
YUM vs CP
+19.7%
-21.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -5.2% | -2.7% | -2.5% | -4.7% |
| 30D | -0.1% | -3.4% | +3.3% | +0.4% |
| 3M | -4.3% | -0.6% | -3.6% | -4.3% |
| 6M | -8.7% | +6.3% | -15.0% | -10.5% |
| YTD | -3.5% | +21.2% | -24.7% | -9.1% |
| All | -1.6% | +19.7% | -21.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling