+3,616.8%
CLS vs YUM
+21.6%
+3,595.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +5.0% | -5.2% | +10.2% | +6.1% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | -10.4% | -4.3% | -6.1% | -9.8% |
| 6M | +20.8% | -8.7% | +29.5% | +22.9% |
| YTD | +10.0% | -3.5% | +13.5% | +10.3% |
| 1Y | +28.5% | +0.5% | +28.1% | +26.6% |
| 3Y | +1,292.2% | +20.5% | +1,271.7% | +1,086.4% |
| 5Y | +3,616.8% | +21.8% | +3,595.0% | +3,043.9% |
| All | +3,616.8% | +21.6% | +3,595.2% | +3,043.9% |
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 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