+892.0%
CMCSA vs YUM
+4,124.8%
-3,232.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -5.8% |
| 7D | -8.3% | -3.6% | -4.7% | -7.1% |
| 30D | -2.4% | +0.4% | -2.8% | -2.6% |
| 3M | +4.5% | -3.8% | +8.3% | +5.6% |
| 6M | -18.8% | -8.3% | -10.5% | -16.7% |
| YTD | -8.9% | -2.6% | -6.3% | -8.7% |
| 1Y | -18.3% | +1.5% | -19.8% | -19.4% |
| 3Y | -35.0% | +21.6% | -56.5% | -40.3% |
| 5Y | -48.2% | +23.5% | -71.7% | -52.9% |
| 10Y | +4.6% | +178.9% | -174.4% | -29.3% |
| All | +892.0% | +4,124.8% | -3,232.8% | +202.1% |
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