+4,535.0%
YUM vs CASY
+7,280.9%
-2,745.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | +0.1% | +3.6% | -3.4% | -0.6% |
| 30D | +10.0% | +9.1% | +0.9% | +7.9% |
| 3M | +7.5% | -16.5% | +24.0% | +11.3% |
| 6M | +8.8% | -19.7% | +28.5% | +12.8% |
| YTD | +8.2% | +29.3% | -21.1% | +0.7% |
| 1Y | +9.8% | +33.1% | -23.3% | +1.5% |
| 3Y | +36.4% | +158.5% | -122.1% | +7.4% |
| 5Y | +41.7% | +266.7% | -225.0% | +2.2% |
| 10Y | +217.5% | +553.5% | -336.0% | +97.6% |
| All | +4,535.0% | +7,280.9% | -2,745.9% | +1,635.2% |
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