+17.8%
YUM vs CAG
-39.7%
+57.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -6.1% | -5.7% | -0.4% | -5.0% |
| 30D | -5.8% | -2.4% | -3.4% | -5.4% |
| 3M | -7.6% | +9.8% | -17.4% | -9.5% |
| 6M | -9.1% | -10.8% | +1.7% | -7.4% |
| YTD | -5.5% | -10.8% | +5.3% | -3.9% |
| 1Y | -3.7% | -19.0% | +15.2% | -0.3% |
| 3Y | +17.8% | -39.7% | +57.5% | +26.8% |
| All | +17.8% | -39.7% | +57.5% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling