+13.4%
YUM vs CGNX
+31.4%
-18.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -8.7% | +14.6% | +5.8% |
| 7D | +10.8% | -9.2% | +19.9% | +10.6% |
| 30D | +21.4% | -17.6% | +39.0% | +21.4% |
| 3M | +13.2% | -25.7% | +38.9% | +13.7% |
| 6M | +8.8% | -5.5% | +14.3% | +7.5% |
| YTD | +11.5% | +48.1% | -36.6% | +8.7% |
| 1Y | +13.4% | +33.5% | -20.1% | +12.1% |
| All | +13.4% | +31.4% | -18.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling