+543.5%
CIEN vs YUM
+19.0%
+524.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +5.2% |
| 7D | +8.9% | -6.1% | +14.9% | +11.1% |
| 30D | -19.1% | -5.8% | -13.3% | -17.8% |
| 3M | -21.5% | -7.6% | -13.9% | -20.0% |
| 6M | +2.8% | -9.1% | +12.0% | +5.2% |
| YTD | +49.5% | -5.5% | +55.0% | +50.1% |
| 1Y | +163.8% | -3.7% | +167.5% | +161.2% |
| 3Y | +615.8% | +17.8% | +598.0% | +504.5% |
| All | +543.5% | +19.0% | +524.5% | +422.6% |
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