-8.3%
YUM vs FCEL
+139.5%
-147.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.7% | +4.3% | -2.3% |
| 7D | -3.6% | +15.1% | -18.6% | -3.8% |
| 30D | +0.4% | -16.4% | +16.8% | +0.5% |
| 3M | -3.8% | -5.3% | +1.5% | -4.4% |
| 6M | -8.3% | +124.5% | -132.8% | -11.5% |
| All | -8.3% | +139.5% | -147.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 6mo: compounded portfolio wealth divided by compounded FCEL 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…
6mo analysis · Full analysis span regression · 6 months rolling