+69.0%
CIFR vs YUM
-2.1%
+71.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +5.5% |
| 7D | -5.0% | -6.1% | +1.0% | -5.6% |
| 30D | -5.7% | -5.8% | +0.1% | -6.5% |
| 3M | -25.5% | -7.6% | -17.9% | -26.5% |
| 6M | +19.4% | -9.1% | +28.6% | +19.3% |
| YTD | +14.2% | -5.5% | +19.7% | +15.2% |
| 1Y | +69.0% | -3.7% | +72.7% | +75.8% |
| All | +69.0% | -2.1% | +71.1% | +75.8% |
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