-63.1%
CSGP vs YUM
+40.9%
-104.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.8% | +10.0% | -7.2% | -1.7% |
| 3M | -6.3% | +7.5% | -13.8% | -9.6% |
| 6M | -3.2% | +8.8% | -12.0% | -7.6% |
| YTD | -54.0% | +8.2% | -62.2% | -56.5% |
| 1Y | -54.8% | +9.8% | -64.7% | -57.7% |
| 3Y | -60.6% | +36.4% | -97.0% | -69.2% |
| All | -63.1% | +40.9% | -104.0% | -73.1% |
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