+177.2%
CEG vs MDLZ
-4.1%
+181.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | +0.2% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +11.0% | -1.6% | +12.5% | +10.5% |
| 3M | +19.5% | +0.9% | +18.6% | +20.2% |
| 6M | -5.9% | +7.3% | -13.2% | -3.7% |
| YTD | -15.0% | +16.4% | -31.4% | -10.2% |
| 1Y | +0.6% | +3.0% | -2.3% | +1.6% |
| All | +177.2% | -4.1% | +181.3% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 3y: compounded portfolio wealth divided by compounded MDLZ 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…
3y analysis · Full analysis span regression · 6 months rolling