+178.9%
YUM vs CVE
+167.0%
+12.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -3.6% | +2.0% | -5.5% | -3.8% |
| 30D | +0.4% | +13.2% | -12.8% | -1.1% |
| 3M | -3.8% | +21.7% | -25.5% | -6.2% |
| 6M | -8.3% | +48.4% | -56.7% | -12.9% |
| YTD | -2.6% | +100.1% | -102.7% | -11.1% |
| 1Y | +1.5% | +107.8% | -106.3% | -7.9% |
| 3Y | +21.6% | +76.9% | -55.3% | +10.9% |
| 5Y | +23.5% | +346.2% | -322.7% | -3.3% |
| 10Y | +178.9% | +173.5% | +5.4% | +88.9% |
| All | +178.9% | +167.0% | +12.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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