+165.5%
YUM vs CLX
-3.7%
+169.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -6.1% | -5.7% | -0.4% | -5.2% |
| 30D | -5.8% | -17.0% | +11.2% | -3.1% |
| 3M | -7.6% | -9.7% | +2.1% | -6.4% |
| 6M | -9.1% | -19.8% | +10.7% | -6.4% |
| YTD | -5.5% | -9.8% | +4.3% | -4.5% |
| 1Y | -3.7% | -26.2% | +22.5% | +0.3% |
| 3Y | +17.8% | -36.2% | +54.0% | +24.8% |
| 5Y | +19.3% | -38.3% | +57.6% | +25.4% |
| All | +165.5% | -3.7% | +169.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling