+7.0%
CI vs YUM
+36.2%
-29.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +2.6% | +10.0% | -7.4% | -0.4% |
| 3M | +7.4% | +7.5% | -0.1% | +4.9% |
| 6M | -0.1% | +8.8% | -8.9% | -3.1% |
| YTD | +9.7% | +8.2% | +1.5% | +6.0% |
| 1Y | +12.1% | +9.8% | +2.3% | +7.7% |
| 3Y | +7.0% | +36.4% | -29.4% | -12.7% |
| All | +7.0% | +36.2% | -29.2% | -12.7% |
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 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