-7.1%
CMG vs YUM
-2.1%
-5.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.4% |
| 7D | -2.1% | -6.1% | +4.0% | +1.5% |
| 30D | +10.9% | -5.8% | +16.7% | +14.7% |
| 3M | +15.8% | -7.6% | +23.5% | +21.1% |
| 6M | +6.9% | -9.1% | +16.1% | +12.7% |
| YTD | -2.2% | -5.5% | +3.4% | +0.5% |
| 1Y | -7.1% | -3.7% | -3.4% | -5.5% |
| All | -7.1% | -2.1% | -5.0% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling