+1,093.1%
YUM vs CF
+5,948.3%
-4,855.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | -2.0% | +6.0% | -8.1% | -3.1% |
| 30D | -1.1% | +14.8% | -15.9% | -3.7% |
| 3M | +1.8% | +14.1% | -12.3% | -0.9% |
| 6M | -4.7% | +28.5% | -33.3% | -10.3% |
| YTD | +0.6% | +74.9% | -74.4% | -10.9% |
| 1Y | +6.4% | +61.7% | -55.3% | -4.5% |
| 3Y | +22.6% | +80.3% | -57.7% | +5.7% |
| 5Y | +26.0% | +226.0% | -200.0% | -7.7% |
| 10Y | +174.6% | +569.9% | -395.2% | +63.3% |
| All | +1,093.1% | +5,948.3% | -4,855.3% | +276.9% |
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