+4,535.0%
YUM vs CMS
+368.4%
+4,166.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +10.0% | +6.2% | +3.8% | +8.3% |
| 3M | +7.5% | +0.6% | +6.9% | +7.3% |
| 6M | +8.8% | -1.8% | +10.6% | +9.2% |
| YTD | +8.2% | +3.8% | +4.4% | +7.0% |
| 1Y | +9.8% | -1.8% | +11.6% | +10.2% |
| 3Y | +36.4% | +39.8% | -3.4% | +24.6% |
| 5Y | +41.7% | +37.1% | +4.6% | +29.1% |
| 10Y | +217.5% | +138.6% | +78.9% | +152.1% |
| All | +4,535.0% | +368.4% | +4,166.6% | +2,529.7% |
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 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