+1,182.1%
YUM vs CF
+5,315.1%
-4,133.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | +3.7% | -3.2% | +6.9% | +4.2% |
| 30D | +14.8% | +4.3% | +10.5% | +13.7% |
| 3M | +6.4% | +2.8% | +3.5% | +5.3% |
| 6M | +4.3% | +0.6% | +3.7% | +3.4% |
| YTD | +8.1% | +56.6% | -48.6% | -2.6% |
| 1Y | +11.3% | +49.6% | -38.3% | +1.0% |
| 3Y | +35.1% | +61.5% | -26.4% | +18.7% |
| 5Y | +39.9% | +124.0% | -84.1% | +10.4% |
| 10Y | +221.9% | +573.2% | -351.3% | +91.0% |
| All | +1,182.1% | +5,315.1% | -4,133.1% | +311.7% |
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