+93.1%
CHRW vs YUM
+21.6%
+71.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +4.4% | -5.2% | +9.5% | +5.5% |
| 30D | +5.5% | -0.1% | +5.6% | +5.4% |
| 3M | -17.3% | -4.3% | -13.0% | -16.9% |
| 6M | -12.7% | -8.7% | -3.9% | -11.3% |
| YTD | -4.1% | -3.5% | -0.6% | -4.6% |
| 1Y | +21.2% | +0.5% | +20.8% | +19.0% |
| 3Y | +88.9% | +20.5% | +68.4% | +72.1% |
| 5Y | +93.1% | +21.8% | +71.3% | +73.1% |
| All | +93.1% | +21.6% | +71.5% | +73.1% |
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