+22.2%
CTSH vs YUM
+171.3%
-149.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.9% |
| 7D | -3.7% | -6.1% | +2.4% | -0.6% |
| 30D | +3.7% | -5.8% | +9.5% | +6.8% |
| 3M | +17.9% | -7.6% | +25.5% | +22.3% |
| 6M | -2.6% | -9.1% | +6.5% | +1.4% |
| YTD | -26.4% | -5.5% | -20.9% | -25.3% |
| 1Y | -13.0% | -3.7% | -9.3% | -13.0% |
| 3Y | -11.2% | +17.8% | -29.0% | -21.8% |
| 5Y | -14.3% | +19.3% | -33.6% | -25.9% |
| All | +22.2% | +171.3% | -149.1% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling