+4,208.2%
YUM vs CASY
+7,729.6%
-3,521.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -1.1% | -11.3% | +10.3% | +1.4% |
| 3M | +1.8% | -0.6% | +2.4% | +1.1% |
| 6M | -4.7% | +10.7% | -15.5% | -7.9% |
| YTD | +0.6% | +37.1% | -36.6% | -7.3% |
| 1Y | +6.4% | +52.3% | -45.9% | -4.3% |
| 3Y | +22.6% | +215.2% | -192.6% | -7.5% |
| 5Y | +26.0% | +276.5% | -250.5% | -9.4% |
| 10Y | +174.6% | +508.4% | -333.7% | +73.6% |
| All | +4,208.2% | +7,729.6% | -3,521.4% | +1,497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling