+4,499.6%
YUM vs CRL
+1,339.8%
+3,159.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -0.8% | +5.0% | -5.8% | -1.9% |
| 3M | +1.5% | +50.6% | -49.1% | -7.1% |
| 6M | -6.1% | +60.9% | -67.0% | -16.0% |
| YTD | -0.2% | +40.7% | -41.0% | -8.6% |
| 1Y | +2.5% | +73.3% | -70.8% | -10.7% |
| 3Y | +24.6% | +40.6% | -16.0% | +8.5% |
| 5Y | +25.7% | -37.0% | +62.6% | +27.9% |
| 10Y | +179.7% | +244.3% | -64.6% | +87.7% |
| All | +4,499.6% | +1,339.8% | +3,159.8% | +2,378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling