+25.7%
YUM vs CVE
+327.8%
-302.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -0.8% | +17.5% | -18.3% | -1.8% |
| 3M | +1.5% | +16.2% | -14.8% | +0.5% |
| 6M | -6.1% | +47.8% | -53.9% | -8.7% |
| YTD | -0.2% | +98.5% | -98.7% | -5.3% |
| 1Y | +2.5% | +109.8% | -107.3% | -3.3% |
| 3Y | +24.6% | +75.5% | -50.9% | +17.9% |
| 5Y | +25.7% | +341.6% | -315.9% | +10.7% |
| All | +25.7% | +327.8% | -302.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling