-47.2%
CMCSA vs YUM
+19.0%
-66.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -4.9% | -6.1% | +1.2% | -2.6% |
| 30D | -1.1% | -5.8% | +4.8% | +1.2% |
| 3M | +6.6% | -7.6% | +14.2% | +9.4% |
| 6M | -15.5% | -9.1% | -6.3% | -12.8% |
| YTD | -6.7% | -5.5% | -1.2% | -5.5% |
| 1Y | -15.6% | -3.7% | -11.9% | -15.4% |
| 3Y | -33.7% | +17.8% | -51.5% | -40.2% |
| All | -47.2% | +19.0% | -66.2% | -54.4% |
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