+4,173.9%
YUM vs CAG
+55.0%
+4,118.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.7% | -5.3% | +3.6% | -0.3% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | +1.5% | +17.4% | -15.9% | -3.1% |
| 6M | -6.1% | -16.8% | +10.7% | -2.1% |
| YTD | -0.2% | -6.8% | +6.6% | +0.7% |
| 1Y | +2.5% | -15.4% | +17.9% | +6.0% |
| 3Y | +24.6% | -37.1% | +61.7% | +37.6% |
| 5Y | +25.7% | -41.3% | +66.9% | +40.1% |
| 10Y | +179.7% | -35.5% | +215.2% | +187.5% |
| All | +4,173.9% | +55.0% | +4,118.9% | +2,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling