+2,530.2%
CSX vs YUM
+4,537.5%
-2,007.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.1% | -4.1% | +7.2% | +4.7% |
| 30D | +9.7% | +8.4% | +1.4% | +6.4% |
| 3M | +4.9% | +6.5% | -1.6% | +2.1% |
| 6M | +18.4% | +5.3% | +13.1% | +15.3% |
| YTD | +45.9% | +6.9% | +39.0% | +40.8% |
| 1Y | +50.0% | +8.7% | +41.2% | +43.7% |
| 3Y | +78.0% | +34.1% | +43.9% | +54.9% |
| 5Y | +59.2% | +39.9% | +19.2% | +35.5% |
| 10Y | +421.4% | +213.6% | +207.8% | +226.6% |
| All | +2,530.2% | +4,537.5% | -2,007.3% | +724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling