+165.5%
YUM vs CAG
-36.2%
+201.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -6.1% | -5.7% | -0.4% | -5.1% |
| 30D | -5.8% | -2.4% | -3.4% | -5.5% |
| 3M | -7.6% | +9.8% | -17.4% | -9.3% |
| 6M | -9.1% | -10.8% | +1.7% | -7.7% |
| YTD | -5.5% | -10.8% | +5.3% | -4.1% |
| 1Y | -3.7% | -19.0% | +15.2% | -0.8% |
| 3Y | +17.8% | -39.7% | +57.5% | +26.7% |
| 5Y | +19.3% | -43.0% | +62.2% | +29.2% |
| All | +165.5% | -36.2% | +201.7% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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