+219.2%
CVX vs YUM
+171.3%
+47.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | +2.6% | -6.1% | +8.7% | +5.7% |
| 30D | +9.8% | -5.8% | +15.7% | +12.8% |
| 3M | +16.2% | -7.6% | +23.8% | +19.7% |
| 6M | +13.6% | -9.1% | +22.8% | +17.4% |
| YTD | +44.4% | -5.5% | +49.9% | +45.5% |
| 1Y | +40.6% | -3.7% | +44.3% | +39.5% |
| 3Y | +48.2% | +17.8% | +30.4% | +27.4% |
| 5Y | +172.3% | +19.3% | +153.0% | +126.8% |
| All | +219.2% | +171.3% | +47.9% | +66.3% |
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