+40.1%
YUM vs CMS
+36.3%
+3.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +10.0% | +6.2% | +3.8% | +7.6% |
| 3M | +7.5% | +0.6% | +6.9% | +7.2% |
| 6M | +8.8% | -1.8% | +10.6% | +9.3% |
| YTD | +8.2% | +3.8% | +4.4% | +6.3% |
| 1Y | +9.8% | -1.8% | +11.6% | +10.2% |
| 3Y | +36.4% | +39.8% | -3.4% | +21.3% |
| All | +40.1% | +36.3% | +3.8% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling