-84.9%
CDE vs YUM
+4,000.0%
-4,084.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | -3.1% | -6.1% | +3.0% | -1.3% |
| 30D | +9.5% | -5.8% | +15.3% | +11.2% |
| 3M | +25.5% | -7.6% | +33.1% | +28.0% |
| 6M | -7.9% | -9.1% | +1.3% | -5.7% |
| YTD | +15.6% | -5.5% | +21.1% | +16.7% |
| 1Y | +34.0% | -3.7% | +37.8% | +34.0% |
| 3Y | +791.9% | +17.8% | +774.1% | +735.5% |
| 5Y | +197.7% | +19.3% | +178.5% | +177.5% |
| 10Y | +55.0% | +170.7% | -115.7% | +14.4% |
| All | -84.9% | +4,000.0% | -4,084.8% | -92.0% |
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 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