+503.2%
CMI vs YUM
+171.3%
+331.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.2% |
| 7D | -0.7% | -6.1% | +5.3% | +2.1% |
| 30D | -12.4% | -5.8% | -6.6% | -10.2% |
| 3M | -14.8% | -7.6% | -7.1% | -12.4% |
| 6M | +0.8% | -9.1% | +9.9% | +4.1% |
| YTD | +10.2% | -5.5% | +15.7% | +11.2% |
| 1Y | +37.4% | -3.7% | +41.1% | +36.5% |
| 3Y | +153.3% | +17.8% | +135.5% | +120.9% |
| 5Y | +167.6% | +19.3% | +148.3% | +129.0% |
| All | +503.2% | +171.3% | +331.9% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling