+283.1%
YUM vs CDW
+851.1%
-568.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.7% |
| 7D | -1.7% | -3.9% | +2.2% | -0.6% |
| 30D | -0.8% | +6.9% | -7.7% | -3.1% |
| 3M | +1.5% | +7.7% | -6.2% | -1.9% |
| 6M | -6.1% | +18.3% | -24.4% | -13.7% |
| YTD | -0.2% | +7.8% | -8.0% | -5.8% |
| 1Y | +2.5% | -12.2% | +14.6% | +3.0% |
| 3Y | +24.6% | -28.9% | +53.5% | +31.4% |
| 5Y | +25.7% | -22.8% | +48.4% | +25.4% |
| 10Y | +179.7% | +266.1% | -86.4% | +56.5% |
| All | +283.1% | +851.1% | -568.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling