+23.5%
YUM vs CASY
+234.8%
-211.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -14.2% | +11.8% | +0.2% |
| 7D | -3.6% | -16.5% | +13.0% | -0.4% |
| 30D | +0.4% | -26.4% | +26.8% | +6.0% |
| 3M | -3.8% | -17.3% | +13.5% | -1.3% |
| 6M | -8.3% | -5.2% | -3.1% | -9.2% |
| YTD | -2.6% | +14.1% | -16.7% | -7.7% |
| 1Y | +1.5% | +16.6% | -15.1% | -4.4% |
| 3Y | +21.6% | +163.7% | -142.1% | -7.2% |
| 5Y | +23.5% | +231.3% | -207.8% | -13.3% |
| All | +23.5% | +234.8% | -211.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling