+21.8%
YUM vs CRL
-38.6%
+60.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -5.2% | -6.9% | +1.7% | -4.4% |
| 30D | -0.1% | -3.2% | +3.1% | +0.3% |
| 3M | -4.3% | +46.5% | -50.8% | -8.9% |
| 6M | -8.7% | +63.1% | -71.8% | -14.7% |
| YTD | -3.5% | +36.9% | -40.4% | -7.9% |
| 1Y | +0.5% | +78.1% | -77.7% | -8.0% |
| 3Y | +20.5% | +36.7% | -16.2% | +11.6% |
| 5Y | +21.8% | -38.1% | +59.9% | +24.4% |
| All | +21.8% | -38.6% | +60.4% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling