+22.9%
YUM vs CNH
+12.0%
+10.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.7% |
| 7D | -3.6% | +1.8% | -5.4% | -3.9% |
| 30D | +0.4% | +32.6% | -32.2% | -4.0% |
| 3M | -3.8% | +29.4% | -33.2% | -8.0% |
| 6M | -8.3% | +26.0% | -34.3% | -12.2% |
| YTD | -2.6% | +52.2% | -54.9% | -10.0% |
| 1Y | +1.5% | +23.9% | -22.4% | -3.0% |
| 3Y | +21.6% | +10.1% | +11.5% | +16.6% |
| All | +22.9% | +12.0% | +10.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling