+759.1%
YUM vs CVE
+61.8%
+697.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +3.7% | -16.1% | +19.8% | +6.1% |
| 30D | +14.8% | -10.4% | +25.2% | +16.3% |
| 3M | +6.4% | -2.4% | +8.7% | +6.2% |
| 6M | +4.3% | -4.4% | +8.7% | +4.1% |
| YTD | +8.1% | +64.9% | -56.9% | -0.9% |
| 1Y | +11.3% | +66.0% | -54.7% | +1.9% |
| 3Y | +35.1% | +57.7% | -22.5% | +22.3% |
| 5Y | +39.9% | +144.7% | -104.8% | +14.4% |
| 10Y | +221.9% | +139.2% | +82.6% | +125.9% |
| All | +759.1% | +61.8% | +697.2% | +495.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling