+496.7%
CSX vs YUM
+174.3%
+322.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.1% |
| 7D | -0.6% | -3.6% | +3.0% | +1.2% |
| 30D | -3.2% | +0.4% | -3.6% | -3.6% |
| 3M | +2.6% | -3.8% | +6.4% | +3.9% |
| 6M | +19.8% | -8.3% | +28.1% | +24.0% |
| YTD | +34.7% | -2.6% | +37.3% | +34.7% |
| 1Y | +52.1% | +1.5% | +50.6% | +48.1% |
| 3Y | +68.4% | +21.6% | +46.8% | +44.6% |
| 5Y | +65.1% | +23.5% | +41.6% | +38.6% |
| 10Y | +496.7% | +178.9% | +317.8% | +229.8% |
| All | +496.7% | +174.3% | +322.4% | +229.8% |
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