+5,760.6%
CRM vs YUM
+1,475.9%
+4,284.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.1% |
| 7D | -4.4% | -6.1% | +1.6% | -1.2% |
| 30D | +28.1% | -5.8% | +34.0% | +31.9% |
| 3M | +48.8% | -7.6% | +56.5% | +54.0% |
| 6M | +28.3% | -9.1% | +37.4% | +32.9% |
| YTD | -6.0% | -5.5% | -0.5% | -5.2% |
| 1Y | +1.4% | -3.7% | +5.1% | +0.4% |
| 3Y | +11.8% | +17.8% | -6.0% | -3.8% |
| 5Y | -2.0% | +19.3% | -21.3% | -16.5% |
| 10Y | +239.6% | +170.7% | +68.9% | +72.3% |
| All | +5,760.6% | +1,475.9% | +4,284.7% | +745.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling