+4.3%
YUM vs CAI
-9.9%
+14.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -6.1% | -2.9% | -3.1% | -5.9% |
| 30D | -5.8% | +9.3% | -15.2% | -6.2% |
| 3M | -7.6% | +35.2% | -42.8% | -9.0% |
| 6M | -9.1% | +30.7% | -39.9% | -10.5% |
| YTD | -5.5% | -9.8% | +4.3% | -5.3% |
| 1Y | -3.7% | -28.9% | +25.1% | -1.9% |
| All | +4.3% | -9.9% | +14.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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