+3,947.2%
YUM vs CGNX
+813.8%
+3,133.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.8% |
| 7D | -6.1% | +3.2% | -9.2% | -6.6% |
| 30D | -5.8% | +6.0% | -11.8% | -7.0% |
| 3M | -7.6% | +3.5% | -11.2% | -8.9% |
| 6M | -9.1% | +26.3% | -35.4% | -13.9% |
| YTD | -5.5% | +79.2% | -84.8% | -16.9% |
| 1Y | -3.7% | +43.8% | -47.5% | -12.6% |
| 3Y | +17.8% | +52.0% | -34.2% | +2.6% |
| 5Y | +19.3% | -24.0% | +43.3% | +15.5% |
| 10Y | +170.7% | +189.1% | -18.4% | +96.1% |
| All | +3,947.2% | +813.8% | +3,133.4% | +1,663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling