+165.5%
YUM vs CRL
+256.1%
-90.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | -6.1% | -3.5% | -2.5% | -5.4% |
| 30D | -5.8% | -2.1% | -3.7% | -5.5% |
| 3M | -7.6% | +48.0% | -55.6% | -15.2% |
| 6M | -9.1% | +64.7% | -73.9% | -19.2% |
| YTD | -5.5% | +39.5% | -45.0% | -13.3% |
| 1Y | -3.7% | +74.2% | -77.9% | -16.5% |
| 3Y | +17.8% | +39.4% | -21.6% | +2.5% |
| 5Y | +19.3% | -36.9% | +56.2% | +28.8% |
| All | +165.5% | +256.1% | -90.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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