+4,339.7%
CHRW vs YUM
+3,789.9%
+549.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +0.9% | -0.8% | +1.8% | +1.1% |
| 3M | -19.9% | +1.5% | -21.3% | -20.7% |
| 6M | -15.8% | -6.1% | -9.7% | -14.8% |
| YTD | -5.6% | -0.2% | -5.4% | -6.6% |
| 1Y | +21.0% | +2.5% | +18.6% | +18.4% |
| 3Y | +86.0% | +24.6% | +61.4% | +68.6% |
| 5Y | +88.6% | +25.7% | +63.0% | +69.2% |
| 10Y | +169.3% | +179.7% | -10.4% | +81.0% |
| All | +4,339.7% | +3,789.9% | +549.8% | +1,317.7% |
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 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