+165.5%
YUM vs CFG
+316.8%
-151.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | -6.1% | -0.4% | -5.6% | -6.0% |
| 30D | -5.8% | -4.6% | -1.2% | -4.9% |
| 3M | -7.6% | +6.7% | -14.3% | -9.2% |
| 6M | -9.1% | +22.1% | -31.3% | -13.5% |
| YTD | -5.5% | +23.2% | -28.7% | -10.5% |
| 1Y | -3.7% | +40.3% | -44.0% | -11.7% |
| 3Y | +17.8% | +187.9% | -170.1% | -12.2% |
| 5Y | +19.3% | +102.0% | -82.7% | -5.1% |
| All | +165.5% | +316.8% | -151.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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