+165.5%
YUM vs CNH
+158.6%
+7.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -6.1% | -5.7% | -0.4% | -5.0% |
| 30D | -5.8% | +26.6% | -32.4% | -10.6% |
| 3M | -7.6% | +31.1% | -38.7% | -13.4% |
| 6M | -9.1% | +24.9% | -34.0% | -14.4% |
| YTD | -5.5% | +48.7% | -54.2% | -14.6% |
| 1Y | -3.7% | +22.2% | -25.9% | -9.4% |
| 3Y | +17.8% | +7.4% | +10.4% | +11.3% |
| 5Y | +19.3% | +10.8% | +8.4% | +8.7% |
| All | +165.5% | +158.6% | +7.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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