+1,963.9%
CSCO vs YUM
+4,229.6%
-2,265.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -0.5% | -1.7% | +1.1% | +0.1% |
| 30D | -10.1% | -0.8% | -9.3% | -10.0% |
| 3M | -11.7% | +1.5% | -13.2% | -12.8% |
| 6M | +40.1% | -6.1% | +46.2% | +42.1% |
| YTD | +43.8% | -0.2% | +44.0% | +42.0% |
| 1Y | +66.6% | +2.5% | +64.1% | +62.0% |
| 3Y | +108.5% | +24.6% | +83.9% | +85.7% |
| 5Y | +114.0% | +25.7% | +88.3% | +88.8% |
| 10Y | +366.8% | +179.7% | +187.1% | +198.8% |
| All | +1,963.9% | +4,229.6% | -2,265.7% | +398.8% |
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