+3.5%
CI vs YUM
+21.5%
-18.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.1% |
| 30D | +0.5% | +0.4% | +0.1% | +0.2% |
| 3M | -5.2% | -3.8% | -1.4% | -4.4% |
| 6M | +4.3% | -8.3% | +12.6% | +6.5% |
| YTD | +2.8% | -2.6% | +5.4% | +2.6% |
| 1Y | -5.8% | +1.5% | -7.3% | -7.3% |
| All | +3.5% | +21.5% | -18.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling