+277.7%
YUM vs CG
+341.4%
-63.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -0.8% | -3.2% | +2.3% | -0.2% |
| 3M | +1.5% | +6.2% | -4.8% | -0.5% |
| 6M | -6.1% | -4.7% | -1.4% | -5.9% |
| YTD | -0.2% | -20.6% | +20.4% | +3.9% |
| 1Y | +2.5% | -26.4% | +28.8% | +8.2% |
| 3Y | +24.6% | +55.4% | -30.8% | +3.7% |
| 5Y | +25.7% | +9.8% | +15.8% | +10.8% |
| 10Y | +179.7% | +341.4% | -161.7% | +65.6% |
| All | +277.7% | +341.4% | -63.7% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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