+315.4%
YUM vs CDW
+1,030.0%
-714.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +0.1% | +9.3% | -9.2% | -2.5% |
| 30D | +10.0% | +14.4% | -4.4% | +5.5% |
| 3M | +7.5% | +21.4% | -13.9% | +0.6% |
| 6M | +8.8% | +72.8% | -64.0% | -10.1% |
| YTD | +8.2% | +28.0% | -19.8% | -3.5% |
| 1Y | +9.8% | +19.3% | -9.5% | +0.2% |
| 3Y | +36.4% | -15.3% | +51.8% | +35.9% |
| 5Y | +41.7% | -3.8% | +45.5% | +31.4% |
| 10Y | +217.5% | +318.5% | -101.0% | +70.2% |
| All | +315.4% | +1,030.0% | -714.5% | +85.4% |
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