+34.0%
CDE vs YUM
-2.1%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.1% |
| 7D | -3.1% | -6.1% | +3.0% | -3.2% |
| 30D | +9.5% | -5.8% | +15.3% | +9.2% |
| 3M | +25.5% | -7.6% | +33.1% | +25.3% |
| 6M | -7.9% | -9.1% | +1.3% | -6.8% |
| YTD | +15.6% | -5.5% | +21.1% | +18.2% |
| 1Y | +34.0% | -3.7% | +37.8% | +50.3% |
| All | +34.0% | -2.1% | +36.2% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling