+604.3%
CEG vs YUM
+21.7%
+582.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -4.8% | -6.1% | +1.3% | -3.8% |
| 30D | +2.3% | -5.8% | +8.2% | +3.2% |
| 3M | +15.6% | -7.6% | +23.2% | +16.7% |
| 6M | -5.0% | -9.1% | +4.1% | -3.9% |
| YTD | -19.0% | -5.5% | -13.5% | -18.9% |
| 1Y | -10.0% | -3.7% | -6.2% | -10.3% |
| 3Y | +163.9% | +17.8% | +146.1% | +142.1% |
| All | +604.3% | +21.7% | +582.6% | +507.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling