+416.4%
CSX vs YUM
+212.6%
+203.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -3.7% | +3.4% | +1.6% |
| 30D | +8.7% | +9.2% | -0.5% | +4.0% |
| 3M | +4.2% | +11.2% | -7.0% | -1.6% |
| 6M | +16.7% | +7.7% | +9.0% | +11.3% |
| YTD | +44.5% | +7.5% | +37.0% | +37.3% |
| 1Y | +50.3% | +8.3% | +41.9% | +42.0% |
| 3Y | +76.3% | +34.8% | +41.5% | +43.4% |
| 5Y | +58.1% | +41.6% | +16.5% | +23.1% |
| 10Y | +416.4% | +215.3% | +201.1% | +180.2% |
| All | +416.4% | +212.6% | +203.8% | +180.2% |
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