+171.2%
YUM vs CDW
+271.4%
-100.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -5.2% | -7.4% | +2.2% | -3.2% |
| 30D | -0.1% | +5.8% | -5.9% | -2.1% |
| 3M | -4.3% | +10.8% | -15.1% | -8.1% |
| 6M | -8.7% | +21.5% | -30.2% | -16.8% |
| YTD | -3.5% | +6.4% | -9.9% | -8.5% |
| 1Y | +0.5% | -14.8% | +15.3% | +2.2% |
| 3Y | +20.5% | -29.9% | +50.4% | +27.8% |
| 5Y | +21.8% | -22.9% | +44.7% | +21.4% |
| All | +171.2% | +271.4% | -100.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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