-0.8%
CRM vs YUM
+19.0%
-19.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | -4.4% | -6.1% | +1.6% | -2.4% |
| 30D | +28.1% | -5.8% | +34.0% | +30.5% |
| 3M | +48.8% | -7.6% | +56.5% | +52.2% |
| 6M | +28.3% | -9.1% | +37.4% | +31.4% |
| YTD | -6.0% | -5.5% | -0.5% | -5.9% |
| 1Y | +1.4% | -3.7% | +5.1% | +0.2% |
| 3Y | +11.8% | +17.8% | -6.0% | -5.4% |
| All | -0.8% | +19.0% | -19.8% | -21.4% |
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