+3,419.7%
CLS vs YUM
+3,657.8%
-238.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.9% |
| 7D | +12.8% | -1.7% | +14.4% | +13.5% |
| 30D | +3.8% | -0.8% | +4.6% | +4.0% |
| 3M | -14.6% | +1.5% | -16.1% | -15.5% |
| 6M | +32.2% | -6.1% | +38.3% | +34.3% |
| YTD | +11.6% | -0.2% | +11.9% | +10.6% |
| 1Y | +35.1% | +2.5% | +32.6% | +31.1% |
| 3Y | +1,312.5% | +24.6% | +1,287.9% | +1,140.1% |
| 5Y | +3,542.1% | +25.7% | +3,516.4% | +3,088.9% |
| 10Y | +2,944.0% | +179.7% | +2,764.3% | +1,857.2% |
| All | +3,419.7% | +3,657.8% | -238.1% | +899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling