+41.0%
CLS vs YUM
-2.1%
+43.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +6.0% |
| 7D | +10.9% | -6.1% | +17.0% | +9.2% |
| 30D | +2.1% | -5.8% | +7.9% | +0.5% |
| 3M | -10.2% | -7.6% | -2.6% | -12.0% |
| 6M | +30.4% | -9.1% | +39.5% | +28.7% |
| YTD | +17.2% | -5.5% | +22.8% | +21.4% |
| 1Y | +41.0% | -3.7% | +44.7% | +54.2% |
| All | +41.0% | -2.1% | +43.1% | +54.2% |
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