+165.5%
YUM vs CPAY
+155.2%
+10.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -2.0% | -4.1% | -5.5% |
| 30D | -5.8% | -0.4% | -5.5% | -5.8% |
| 3M | -7.6% | +16.4% | -24.0% | -11.6% |
| 6M | -9.1% | +23.5% | -32.7% | -15.2% |
| YTD | -5.5% | +35.7% | -41.2% | -15.1% |
| 1Y | -3.7% | +30.2% | -33.9% | -12.7% |
| 3Y | +17.8% | +49.7% | -31.9% | -1.4% |
| 5Y | +19.3% | +56.6% | -37.3% | -4.1% |
| All | +165.5% | +155.2% | +10.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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