+65.1%
CSX vs YUM
+21.8%
+43.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.3% |
| 7D | -0.6% | -4.0% | +3.5% | +0.8% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +2.6% | -4.3% | +6.9% | +3.7% |
| 6M | +19.8% | -8.7% | +28.6% | +23.1% |
| YTD | +34.7% | -3.1% | +37.8% | +34.9% |
| 1Y | +52.1% | +1.0% | +51.1% | +49.5% |
| 3Y | +68.4% | +21.0% | +47.5% | +49.3% |
| 5Y | +65.1% | +22.9% | +42.2% | +43.9% |
| All | +65.1% | +21.8% | +43.3% | +43.9% |
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