+262.2%
YUM vs CFG
+396.4%
-134.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.0% | +1.5% | -3.6% | -2.4% |
| 30D | -1.1% | -3.8% | +2.7% | -0.2% |
| 3M | +1.8% | +11.5% | -9.7% | -1.1% |
| 6M | -4.7% | +19.2% | -23.9% | -9.1% |
| YTD | +0.6% | +23.7% | -23.1% | -5.2% |
| 1Y | +6.4% | +38.8% | -32.4% | -2.7% |
| 3Y | +22.6% | +178.9% | -156.3% | -9.3% |
| 5Y | +26.0% | +101.8% | -75.8% | -1.2% |
| 10Y | +174.6% | +317.3% | -142.7% | +47.6% |
| All | +262.2% | +396.4% | -134.2% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling