+165.5%
YUM vs CRS
+1,392.1%
-1,226.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -6.1% | -6.8% | +0.7% | -5.1% |
| 30D | -5.8% | -16.1% | +10.3% | -3.4% |
| 3M | -7.6% | -21.2% | +13.5% | -4.8% |
| 6M | -9.1% | +8.7% | -17.8% | -11.4% |
| YTD | -5.5% | +41.0% | -46.5% | -12.0% |
| 1Y | -3.7% | +82.7% | -86.4% | -14.8% |
| 3Y | +17.8% | +604.8% | -587.0% | -21.7% |
| 5Y | +19.3% | +1,384.7% | -1,365.4% | -34.5% |
| All | +165.5% | +1,392.1% | -1,226.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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