+165.5%
YUM vs CBRE
+407.4%
-241.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.7% |
| 7D | -6.1% | -5.0% | -1.1% | -4.5% |
| 30D | -5.8% | -4.7% | -1.2% | -4.5% |
| 3M | -7.6% | +6.5% | -14.1% | -9.9% |
| 6M | -9.1% | +6.1% | -15.2% | -11.5% |
| YTD | -5.5% | -12.6% | +7.1% | -2.8% |
| 1Y | -3.7% | -15.3% | +11.6% | -0.1% |
| 3Y | +17.8% | +64.6% | -46.8% | -6.2% |
| 5Y | +19.3% | +45.0% | -25.7% | -2.8% |
| All | +165.5% | +407.4% | -241.9% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling