+21.8%
YUM vs CPB
-40.6%
+62.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.2% |
| 7D | -5.2% | -5.4% | +0.2% | -4.3% |
| 30D | -0.1% | -7.8% | +7.7% | +1.2% |
| 3M | -4.3% | -6.9% | +2.7% | -3.4% |
| 6M | -8.7% | -12.2% | +3.5% | -7.1% |
| YTD | -3.5% | -21.1% | +17.6% | -0.1% |
| 1Y | +0.5% | -33.5% | +34.0% | +7.3% |
| 3Y | +20.5% | -43.2% | +63.7% | +31.5% |
| 5Y | +21.8% | -40.9% | +62.7% | +32.5% |
| All | +21.8% | -40.6% | +62.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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