+67.3%
CSGP vs YUM
+215.0%
-147.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | -1.8% | +2.1% | -3.9% | -2.8% |
| 30D | +5.3% | +11.1% | -5.8% | +0.3% |
| 3M | +3.3% | +7.3% | -3.9% | -0.2% |
| 6M | -4.7% | +6.9% | -11.6% | -8.1% |
| YTD | -53.5% | +7.9% | -61.4% | -55.8% |
| 1Y | -53.7% | +10.0% | -63.7% | -56.5% |
| 3Y | -59.7% | +36.7% | -96.5% | -66.9% |
| 5Y | -62.5% | +40.2% | -102.7% | -69.6% |
| 10Y | +67.3% | +210.6% | -143.4% | +1.2% |
| All | +67.3% | +215.0% | -147.7% | +1.2% |
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