Yu relinquished her 500m mark to Sang-Hwa Lee at the sixth World Cup event of the season in Calgary as the Korean posted 36.80 seconds to take 0.14 off it.
However Lee posted the fastest time of the first of two 500m events, clocking 37.21 to beat Lee by 0.07, to take a lead she wouldn't let go on day one.
Yu was sixth in the first of two 1000m races in 1:13.93 minutes however it was enough to keep her in the lead ahead of American Heather Richardson.
Richardson was third in both races on the opening day to place second overall just behind Yu while 2011 champion Christine Nesbitt was 12th then first to rank third.
After a second behind Yu in the 500m, Lee could only managed 12th in the 1000m for fourth with Oenema Thijsje fifth at the halfway stage.
Meanwhile Michel Mulder didn’t win a race in the men’s competition but fifth in the 500m and third in the 1000m gave him the overall lead.
Joji Kato won the 500m in 34.21 but it was consistency that was rewarded on the opening night as the Japanese skater was 33rd in the 1000m for 26th overall.
Hein Otterspeer, 17th in the 500m, was ranked first in the 1000m for third overall while a fourth and seventh from Pekka Koskela placed him second.
Mulder clocked 34.47, 0.26 behind Kato, in the 500m while his effort of 1:07.49 was just 0.03 shy of Otterspeer in the 1000m in Utah.