+35.1%
YUM vs CF
+57.7%
-22.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.0% |
| 7D | +3.7% | -3.2% | +6.9% | +3.8% |
| 30D | +14.8% | +4.3% | +10.5% | +14.7% |
| 3M | +6.4% | +2.8% | +3.5% | +6.2% |
| 6M | +4.3% | +0.6% | +3.7% | +4.2% |
| YTD | +8.1% | +56.6% | -48.6% | +4.4% |
| 1Y | +11.3% | +49.6% | -38.3% | +7.9% |
| 3Y | +35.1% | +61.5% | -26.4% | +26.3% |
| All | +35.1% | +57.7% | -22.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling