+1,980.9%
CLS vs MDLZ
+23.2%
+1,957.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.0% |
| 7D | +16.3% | +2.3% | +14.0% | +17.1% |
| 30D | -25.7% | +7.9% | -33.6% | -23.7% |
| 3M | -30.9% | +7.3% | -38.1% | -28.9% |
| 6M | -35.5% | +11.7% | -47.2% | -32.8% |
| YTD | -18.7% | +28.7% | -47.4% | -13.7% |
| 1Y | -17.9% | +22.8% | -40.7% | -13.3% |
| 3Y | +838.1% | +6.6% | +831.5% | +867.1% |
| All | +1,980.9% | +23.2% | +1,957.6% | +1,723.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling