+699.4%
YUM vs CVE
+89.9%
+609.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -1.1% | +16.7% | -17.8% | -3.3% |
| 3M | +1.8% | +9.3% | -7.5% | +0.2% |
| 6M | -4.7% | +43.6% | -48.3% | -10.2% |
| YTD | +0.6% | +93.6% | -93.0% | -9.5% |
| 1Y | +6.4% | +98.8% | -92.4% | -4.8% |
| 3Y | +22.6% | +73.6% | -51.0% | +9.9% |
| 5Y | +26.0% | +312.5% | -286.5% | -5.0% |
| 10Y | +174.6% | +161.0% | +13.6% | +91.7% |
| All | +699.4% | +89.9% | +609.5% | +443.6% |
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