+36.4%
YUM vs CFG
+191.5%
-155.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +0.1% | +3.2% | -3.1% | -0.2% |
| 30D | +10.0% | +5.1% | +4.8% | +9.4% |
| 3M | +7.5% | -11.2% | +18.7% | +8.7% |
| 6M | +8.8% | +9.6% | -0.8% | +7.7% |
| YTD | +8.2% | +15.0% | -6.8% | +6.4% |
| 1Y | +9.8% | +29.9% | -20.0% | +6.8% |
| 3Y | +36.4% | +192.1% | -155.6% | +22.5% |
| All | +36.4% | +191.5% | -155.1% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling