+171.2%
YUM vs CMS
+120.6%
+50.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -5.2% | -1.3% | -3.9% | -4.7% |
| 30D | -0.1% | -2.8% | +2.7% | +1.0% |
| 3M | -4.3% | -7.1% | +2.8% | -1.4% |
| 6M | -8.7% | -10.0% | +1.3% | -4.9% |
| YTD | -3.5% | -0.9% | -2.6% | -3.5% |
| 1Y | +0.5% | -2.0% | +2.5% | +0.8% |
| 3Y | +20.5% | +33.0% | -12.5% | +6.2% |
| 5Y | +21.8% | +24.3% | -2.4% | +8.7% |
| All | +171.2% | +120.6% | +50.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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