+1,174.7%
YUM vs CF
+5,449.8%
-4,275.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +2.0% | +4.8% | -2.7% | +1.1% |
| 30D | +10.6% | +9.7% | +0.9% | +8.6% |
| 3M | +10.8% | +1.2% | +9.6% | +10.1% |
| 6M | +6.5% | +7.4% | -0.9% | +4.3% |
| YTD | +7.5% | +60.5% | -53.1% | -3.6% |
| 1Y | +10.2% | +50.7% | -40.6% | -0.1% |
| 3Y | +34.8% | +64.8% | -30.0% | +18.0% |
| 5Y | +40.0% | +115.8% | -75.7% | +11.5% |
| 10Y | +212.0% | +481.0% | -269.0% | +90.7% |
| All | +1,174.7% | +5,449.8% | -4,275.2% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling