+3,154.0%
CLS vs YUM
+171.3%
+2,982.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +7.4% |
| 7D | +10.9% | -6.1% | +17.0% | +13.7% |
| 30D | +2.1% | -5.8% | +7.9% | +4.3% |
| 3M | -10.2% | -7.6% | -2.6% | -7.8% |
| 6M | +30.4% | -9.1% | +39.5% | +34.3% |
| YTD | +17.2% | -5.5% | +22.8% | +18.3% |
| 1Y | +41.0% | -3.7% | +44.7% | +39.7% |
| 3Y | +1,338.0% | +17.8% | +1,320.2% | +1,130.4% |
| 5Y | +3,860.6% | +19.3% | +3,841.3% | +3,232.8% |
| All | +3,154.0% | +171.3% | +2,982.7% | +1,795.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling