+607.3%
CEG vs YUM
+24.3%
+583.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.3% | -5.2% | +5.5% | +1.2% |
| 30D | +2.9% | -0.1% | +3.0% | +2.8% |
| 3M | +18.2% | -4.3% | +22.5% | +18.6% |
| 6M | -9.5% | -8.7% | -0.8% | -8.5% |
| YTD | -18.7% | -3.5% | -15.2% | -18.8% |
| 1Y | -10.1% | +0.5% | -10.6% | -11.3% |
| 3Y | +168.3% | +20.5% | +147.8% | +145.1% |
| All | +607.3% | +24.3% | +583.0% | +507.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling