+70.6%
CSX vs YUM
+23.7%
+46.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | -2.3% | -0.8% | -1.4% | -2.2% |
| 3M | +4.3% | +1.5% | +2.8% | +3.6% |
| 6M | +23.4% | -6.1% | +29.5% | +24.8% |
| YTD | +36.4% | -0.2% | +36.6% | +35.7% |
| 1Y | +53.0% | +2.5% | +50.6% | +51.1% |
| 3Y | +70.6% | +24.6% | +46.0% | +57.0% |
| All | +70.6% | +23.7% | +46.9% | +57.0% |
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