+1,318.8%
CVX vs YUM
+4,087.9%
-2,769.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +0.7% | -5.2% | +5.9% | +2.3% |
| 30D | +9.1% | -0.1% | +9.2% | +9.0% |
| 3M | +13.1% | -4.3% | +17.4% | +14.0% |
| 6M | +16.3% | -8.7% | +25.0% | +18.5% |
| YTD | +43.5% | -3.5% | +47.0% | +43.6% |
| 1Y | +40.2% | +0.5% | +39.7% | +38.2% |
| 3Y | +44.2% | +20.5% | +23.7% | +33.0% |
| 5Y | +170.6% | +21.8% | +148.8% | +146.7% |
| 10Y | +220.3% | +176.5% | +43.8% | +131.3% |
| All | +1,318.8% | +4,087.9% | -2,769.1% | +489.5% |
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