+379.9%
CSCO vs YUM
+171.3%
+208.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.2% |
| 7D | +2.7% | -6.1% | +8.7% | +5.2% |
| 30D | -9.5% | -5.8% | -3.7% | -7.5% |
| 3M | -7.6% | -7.6% | 0.0% | -5.3% |
| 6M | +44.9% | -9.1% | +54.0% | +48.9% |
| YTD | +47.7% | -5.5% | +53.2% | +48.5% |
| 1Y | +69.1% | -3.7% | +72.8% | +67.6% |
| 3Y | +113.5% | +17.8% | +95.7% | +88.7% |
| 5Y | +122.8% | +19.3% | +103.5% | +93.4% |
| All | +379.9% | +171.3% | +208.6% | +190.0% |
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 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