-11.2%
CTSH vs YUM
+17.9%
-29.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.6% |
| 7D | -3.7% | -6.1% | +2.4% | -1.7% |
| 30D | +3.7% | -5.8% | +9.5% | +5.7% |
| 3M | +17.9% | -7.6% | +25.5% | +20.8% |
| 6M | -2.6% | -9.1% | +6.5% | 0.0% |
| YTD | -26.4% | -5.5% | -20.9% | -25.8% |
| 1Y | -13.0% | -3.7% | -9.3% | -13.0% |
| 3Y | -11.2% | +17.8% | -29.0% | -19.8% |
| All | -11.2% | +17.9% | -29.1% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling