-60.3%
CSGP vs YUM
+35.1%
-95.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.0% | -1.7% | -3.6% |
| 7D | +1.3% | +3.7% | -2.4% | +0.1% |
| 30D | +10.7% | +14.8% | -4.1% | +6.2% |
| 3M | +3.3% | +6.4% | -3.1% | +1.2% |
| 6M | -10.3% | +4.3% | -14.6% | -11.7% |
| YTD | -54.6% | +8.1% | -62.6% | -56.2% |
| 1Y | -54.6% | +11.3% | -65.9% | -56.8% |
| 3Y | -60.3% | +35.1% | -95.5% | -67.3% |
| All | -60.3% | +35.1% | -95.5% | -67.3% |
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