+178.9%
YUM vs CF
+599.7%
-420.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.8% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | +0.4% | +14.3% | -13.9% | -1.7% |
| 3M | -3.8% | +27.9% | -31.6% | -7.6% |
| 6M | -8.3% | +25.5% | -33.8% | -12.6% |
| YTD | -2.6% | +81.2% | -83.8% | -13.1% |
| 1Y | +1.5% | +66.5% | -65.0% | -8.3% |
| 3Y | +21.6% | +76.7% | -55.1% | +6.7% |
| 5Y | +23.5% | +237.8% | -214.3% | -11.2% |
| 10Y | +178.9% | +619.9% | -440.9% | +73.8% |
| All | +178.9% | +599.7% | -420.8% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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