+219.2%
CB vs YUM
+177.1%
+42.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -2.8% | -5.2% | +2.4% | -0.4% |
| 30D | -2.4% | -0.1% | -2.3% | -2.6% |
| 3M | +2.8% | -4.3% | +7.0% | +4.4% |
| 6M | +4.8% | -8.7% | +13.5% | +8.6% |
| YTD | +9.2% | -3.5% | +12.7% | +10.0% |
| 1Y | +22.8% | +0.5% | +22.4% | +21.0% |
| 3Y | +71.1% | +20.5% | +50.6% | +51.7% |
| 5Y | +101.0% | +21.8% | +79.2% | +75.0% |
| All | +219.2% | +177.1% | +42.1% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling