-65.5%
CSGP vs YUM
+5.3%
-70.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -5.1% | -1.7% | -3.5% | -4.9% |
| 30D | +0.3% | -0.8% | +1.2% | +0.6% |
| 3M | -9.1% | +1.5% | -10.6% | -9.1% |
| 6M | -37.3% | -6.1% | -31.2% | -37.0% |
| YTD | -54.9% | -0.2% | -54.6% | -55.5% |
| 1Y | -65.5% | +2.5% | -68.0% | -66.7% |
| All | -65.5% | +5.3% | -70.9% | -66.7% |
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