+1,527.4%
CI vs YUM
+4,229.6%
-2,702.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -2.0% | -1.7% | -0.4% | -1.4% |
| 30D | -1.8% | -0.8% | -1.0% | -1.6% |
| 3M | -4.2% | +1.5% | -5.7% | -5.1% |
| 6M | +2.7% | -6.1% | +8.8% | +4.5% |
| YTD | +1.9% | -0.2% | +2.1% | +1.2% |
| 1Y | -6.3% | +2.5% | -8.7% | -7.9% |
| 3Y | +3.9% | +24.6% | -20.7% | -6.3% |
| 5Y | +41.9% | +25.7% | +16.2% | +26.5% |
| 10Y | +140.4% | +179.7% | -39.3% | +58.8% |
| All | +1,527.4% | +4,229.6% | -2,702.2% | +395.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling