+104.6%
CSCO vs YUM
+20.4%
+84.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.6% |
| 30D | -10.8% | -0.1% | -10.7% | -10.9% |
| 3M | -9.2% | -4.3% | -4.9% | -9.0% |
| 6M | +39.5% | -8.7% | +48.3% | +40.7% |
| YTD | +41.5% | -3.5% | +45.0% | +41.0% |
| 1Y | +61.0% | +0.5% | +60.5% | +58.7% |
| All | +104.6% | +20.4% | +84.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling