+4,517.5%
CTAS vs YUM
+4,229.6%
+287.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | 0.0% | -1.7% | +1.6% | +0.6% |
| 30D | -1.0% | -0.8% | -0.2% | -0.8% |
| 3M | +15.8% | +1.5% | +14.3% | +14.5% |
| 6M | -1.0% | -6.1% | +5.1% | +1.1% |
| YTD | +7.4% | -0.2% | +7.7% | +6.8% |
| 1Y | -0.1% | +2.5% | -2.6% | -2.0% |
| 3Y | +66.3% | +24.6% | +41.7% | +49.0% |
| 5Y | +111.0% | +25.7% | +85.3% | +88.2% |
| 10Y | +662.9% | +179.7% | +483.2% | +400.3% |
| All | +4,517.5% | +4,229.6% | +287.9% | +911.0% |
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