+2,154.0%
CB vs YUM
+4,595.4%
-2,441.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +7.3% | +10.0% | -2.7% | +3.7% |
| 3M | +9.4% | +7.5% | +1.9% | +6.4% |
| 6M | +19.6% | +8.8% | +10.8% | +15.5% |
| YTD | +21.5% | +8.2% | +13.3% | +17.3% |
| 1Y | +28.0% | +9.8% | +18.2% | +22.8% |
| 3Y | +74.9% | +36.4% | +38.4% | +53.4% |
| 5Y | +108.1% | +41.7% | +66.5% | +79.0% |
| 10Y | +251.8% | +217.5% | +34.3% | +125.8% |
| All | +2,154.0% | +4,595.4% | -2,441.5% | +516.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling