+271.7%
YUM vs CNH
+55.5%
+216.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.4% |
| 7D | -1.7% | +8.8% | -10.5% | -3.6% |
| 30D | -0.8% | +24.7% | -25.5% | -5.7% |
| 3M | +1.5% | +27.3% | -25.9% | -4.4% |
| 6M | -6.1% | +23.2% | -29.2% | -11.4% |
| YTD | -0.2% | +48.9% | -49.2% | -10.0% |
| 1Y | +2.5% | +19.4% | -16.9% | -3.2% |
| 3Y | +24.6% | +7.8% | +16.9% | +17.4% |
| 5Y | +25.7% | +8.7% | +16.9% | +15.0% |
| 10Y | +179.7% | +149.5% | +30.2% | +92.8% |
| All | +271.7% | +55.5% | +216.2% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling