+4,070.4%
YUM vs ENB
+3,831.2%
+239.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | -3.8% | -8.5% | +4.7% | -1.4% |
| 6M | -8.3% | -4.5% | -3.7% | -7.2% |
| YTD | -2.6% | +9.1% | -11.7% | -5.5% |
| 1Y | +1.5% | +8.0% | -6.5% | -1.2% |
| 3Y | +21.6% | +77.8% | -56.2% | +1.7% |
| 5Y | +23.5% | +69.4% | -45.9% | +4.1% |
| 10Y | +178.9% | +100.5% | +78.5% | +115.7% |
| All | +4,070.4% | +3,831.2% | +239.2% | +1,949.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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