-63.2%
CSGP vs YUM
+40.2%
-103.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.0% | -1.7% | -3.2% |
| 7D | +1.3% | +3.7% | -2.4% | -0.5% |
| 30D | +10.7% | +14.8% | -4.1% | +3.7% |
| 3M | +3.3% | +6.4% | -3.1% | 0.0% |
| 6M | -10.3% | +4.3% | -14.6% | -12.5% |
| YTD | -54.6% | +8.1% | -62.6% | -57.0% |
| 1Y | -54.6% | +11.3% | -65.9% | -57.9% |
| 3Y | -60.3% | +35.1% | -95.5% | -68.8% |
| All | -63.2% | +40.2% | -103.4% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling