+72.4%
CB vs YUM
+35.3%
+37.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -3.7% | +2.6% | +0.1% |
| 30D | +7.3% | +9.2% | -1.8% | +4.6% |
| 3M | +7.0% | +11.2% | -4.2% | +3.5% |
| 6M | +16.3% | +7.7% | +8.7% | +13.6% |
| YTD | +19.7% | +7.5% | +12.3% | +16.7% |
| 1Y | +27.8% | +8.3% | +19.5% | +24.2% |
| All | +72.4% | +35.3% | +37.1% | +60.4% |
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