+245.6%
CRH vs YUM
+171.3%
+74.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.2% |
| 7D | -6.1% | -6.1% | 0.0% | -2.8% |
| 30D | -9.3% | -5.8% | -3.4% | -6.4% |
| 3M | -15.2% | -7.6% | -7.6% | -12.2% |
| 6M | -14.2% | -9.1% | -5.1% | -10.4% |
| YTD | -28.3% | -5.5% | -22.7% | -27.0% |
| 1Y | -21.8% | -3.7% | -18.1% | -21.8% |
| 3Y | +71.6% | +17.8% | +53.8% | +48.2% |
| 5Y | +96.6% | +19.3% | +77.3% | +67.3% |
| All | +245.6% | +171.3% | +74.3% | +95.1% |
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 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