+63.9%
CSCO vs YUM
+5.7%
+58.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.3% |
| 7D | -0.7% | -2.0% | +1.4% | -1.0% |
| 30D | -10.1% | -1.1% | -9.0% | -10.3% |
| 3M | -15.7% | +1.8% | -17.5% | -15.1% |
| 6M | +36.3% | -4.7% | +41.0% | +36.0% |
| YTD | +43.8% | +0.6% | +43.3% | +45.2% |
| 1Y | +63.9% | +6.4% | +57.5% | +68.0% |
| All | +63.9% | +5.7% | +58.3% | +68.0% |
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