+615.8%
CIEN vs YUM
+17.9%
+598.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.6% |
| 7D | +8.9% | -6.1% | +14.9% | +9.3% |
| 30D | -19.1% | -5.8% | -13.3% | -18.9% |
| 3M | -21.5% | -7.6% | -13.9% | -21.4% |
| 6M | +2.8% | -9.1% | +12.0% | +3.2% |
| YTD | +49.5% | -5.5% | +55.0% | +49.5% |
| 1Y | +163.8% | -3.7% | +167.5% | +163.5% |
| 3Y | +615.8% | +17.8% | +598.0% | +546.4% |
| All | +615.8% | +17.9% | +598.0% | +546.4% |
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