-3.1%
CMG vs YUM
+19.0%
-22.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.5% |
| 7D | -2.1% | -6.1% | +4.0% | +1.9% |
| 30D | +10.9% | -5.8% | +16.7% | +15.1% |
| 3M | +15.8% | -7.6% | +23.5% | +21.7% |
| 6M | +6.9% | -9.1% | +16.1% | +13.5% |
| YTD | -2.2% | -5.5% | +3.4% | +0.8% |
| 1Y | -7.1% | -3.7% | -3.4% | -5.7% |
| 3Y | -7.1% | +17.8% | -24.9% | -20.9% |
| All | -3.1% | +19.0% | -22.0% | -19.5% |
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 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