+2,505.1%
CSX vs YUM
+4,562.8%
-2,057.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -3.7% | +3.4% | +1.2% |
| 30D | +8.7% | +9.2% | -0.5% | +5.1% |
| 3M | +4.2% | +11.2% | -7.0% | -0.3% |
| 6M | +16.7% | +7.7% | +9.0% | +12.7% |
| YTD | +44.5% | +7.5% | +37.0% | +39.2% |
| 1Y | +50.3% | +8.3% | +41.9% | +44.2% |
| 3Y | +76.3% | +34.8% | +41.5% | +53.2% |
| 5Y | +58.1% | +41.6% | +16.5% | +34.0% |
| 10Y | +416.4% | +215.3% | +201.1% | +222.8% |
| All | +2,505.1% | +4,562.8% | -2,057.7% | +715.0% |
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 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