+47.4%
CI vs YUM
+19.0%
+28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | -0.1% | -6.1% | +6.0% | +2.1% |
| 30D | +1.8% | -5.8% | +7.6% | +3.8% |
| 3M | -4.2% | -7.6% | +3.4% | -2.0% |
| 6M | +8.8% | -9.1% | +18.0% | +11.8% |
| YTD | +3.7% | -5.5% | +9.3% | +4.8% |
| 1Y | -6.1% | -3.7% | -2.4% | -6.0% |
| 3Y | +4.5% | +17.8% | -13.3% | -4.1% |
| All | +47.4% | +19.0% | +28.4% | +30.2% |
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