+11.7%
CMI vs YUM
+15.9%
-4.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.9% | -11.7% | -5.1% |
| 7D | -11.2% | +10.8% | -22.0% | -10.4% |
| 30D | -9.8% | +21.4% | -31.3% | -8.7% |
| 3M | -25.5% | +13.2% | -38.7% | -24.8% |
| 6M | -27.7% | +8.8% | -36.4% | -26.9% |
| YTD | -6.6% | +11.5% | -18.2% | -5.3% |
| 1Y | +11.7% | +13.4% | -1.7% | +13.7% |
| All | +11.7% | +15.9% | -4.3% | +13.7% |
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