+20.0%
YUM vs CNI
+12.6%
+7.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | -5.8% | -2.7% | -3.1% | -5.0% |
| 3M | -7.6% | +3.9% | -11.6% | -9.0% |
| 6M | -9.1% | +16.4% | -25.5% | -14.1% |
| YTD | -5.5% | +25.8% | -31.3% | -13.3% |
| 1Y | -3.7% | +32.4% | -36.1% | -13.4% |
| 3Y | +17.8% | +19.1% | -1.3% | +8.2% |
| All | +20.0% | +12.6% | +7.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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