+216.7%
CTVA vs YUM
+58.3%
+158.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -4.5% | -6.1% | +1.6% | -1.9% |
| 30D | +11.3% | -5.8% | +17.1% | +14.1% |
| 3M | +12.3% | -7.6% | +19.9% | +16.0% |
| 6M | +7.2% | -9.1% | +16.3% | +11.0% |
| YTD | +26.0% | -5.5% | +31.5% | +27.9% |
| 1Y | +16.0% | -3.7% | +19.7% | +16.2% |
| 3Y | +73.9% | +17.8% | +56.1% | +55.3% |
| 5Y | +103.8% | +19.3% | +84.5% | +78.4% |
| All | +216.7% | +58.3% | +158.4% | +155.0% |
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