+6,706.3%
CME vs YUM
+2,554.1%
+4,152.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.9% | -1.7% | -1.2% | -2.1% |
| 30D | +5.5% | -0.8% | +6.4% | +5.8% |
| 3M | +11.0% | +1.5% | +9.5% | +9.7% |
| 6M | -9.7% | -6.1% | -3.6% | -7.6% |
| YTD | +4.9% | -0.2% | +5.1% | +3.9% |
| 1Y | +10.1% | +2.5% | +7.6% | +7.1% |
| 3Y | +53.5% | +24.6% | +28.9% | +32.5% |
| 5Y | +77.2% | +25.7% | +51.5% | +50.0% |
| 10Y | +282.1% | +179.7% | +102.4% | +106.0% |
| All | +6,706.3% | +2,554.1% | +4,152.3% | +1,191.1% |
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