+173.8%
CAH vs YUM
+17.9%
+156.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -5.1% | -6.1% | +1.0% | -4.0% |
| 30D | +0.2% | -5.8% | +6.0% | +1.2% |
| 3M | +6.3% | -7.6% | +13.9% | +7.8% |
| 6M | +9.4% | -9.1% | +18.5% | +11.2% |
| YTD | +15.0% | -5.5% | +20.5% | +15.8% |
| 1Y | +55.4% | -3.7% | +59.2% | +55.7% |
| 3Y | +173.8% | +17.8% | +156.0% | +161.5% |
| All | +173.8% | +17.9% | +156.0% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 3y: compounded portfolio wealth divided by compounded YUM 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…
3y analysis · Full analysis span regression · 6 months rolling