+757.7%
YUM vs CVE
+62.6%
+695.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.1% | -10.1% | +12.2% | +3.5% |
| 30D | +11.1% | -12.1% | +23.2% | +12.8% |
| 3M | +7.3% | -1.9% | +9.1% | +7.0% |
| 6M | +6.9% | -1.8% | +8.8% | +6.3% |
| YTD | +7.9% | +65.8% | -57.9% | -1.1% |
| 1Y | +10.0% | +60.8% | -50.9% | +1.2% |
| 3Y | +36.7% | +70.1% | -33.4% | +22.3% |
| 5Y | +40.2% | +134.8% | -94.6% | +15.4% |
| 10Y | +210.6% | +130.1% | +80.5% | +120.0% |
| All | +757.7% | +62.6% | +695.0% | +493.8% |
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