+4,208.2%
YUM vs CMS
+351.9%
+3,856.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -1.1% | -3.6% | +2.5% | -0.2% |
| 3M | +1.8% | -1.9% | +3.7% | +2.3% |
| 6M | -4.7% | -11.0% | +6.2% | -1.9% |
| YTD | +0.6% | +0.2% | +0.4% | +0.3% |
| 1Y | +6.4% | -1.3% | +7.7% | +6.5% |
| 3Y | +22.6% | +35.9% | -13.3% | +12.7% |
| 5Y | +26.0% | +23.1% | +2.9% | +17.9% |
| 10Y | +174.6% | +117.9% | +56.7% | +122.7% |
| All | +4,208.2% | +351.9% | +3,856.3% | +2,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling