+934.9%
CDNS vs YUM
+4,124.8%
-3,189.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | -7.2% | -3.6% | -3.6% | -5.8% |
| 30D | -14.3% | +0.4% | -14.6% | -14.6% |
| 3M | -27.2% | -3.8% | -23.4% | -26.4% |
| 6M | -4.5% | -8.3% | +3.8% | -2.1% |
| YTD | -9.0% | -2.6% | -6.3% | -9.2% |
| 1Y | -21.3% | +1.5% | -22.8% | -23.4% |
| 3Y | +19.6% | +21.6% | -2.0% | +6.4% |
| 5Y | +71.5% | +23.5% | +48.0% | +52.2% |
| 10Y | +1,036.6% | +178.9% | +857.6% | +611.7% |
| All | +934.9% | +4,124.8% | -3,189.9% | +139.3% |
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 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