+48.9%
CIEN vs YUM
+15.9%
+32.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -7.2% |
| 7D | -25.0% | +10.8% | -35.8% | -22.4% |
| 30D | -30.1% | +21.4% | -51.6% | -26.4% |
| 3M | -33.8% | +13.2% | -47.0% | -31.2% |
| 6M | -49.4% | +8.8% | -58.2% | -47.5% |
| YTD | +16.4% | +11.5% | +4.9% | +26.6% |
| 1Y | +48.9% | +13.4% | +35.5% | +60.9% |
| All | +48.9% | +15.9% | +32.9% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling