+22.8%
MDLZ vs CASY
+32.9%
-10.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.3% | +3.6% | -1.3% | +1.9% |
| 30D | +7.9% | +9.1% | -1.1% | +7.0% |
| 3M | +7.3% | -16.5% | +23.8% | +9.3% |
| 6M | +11.7% | -19.7% | +31.4% | +15.2% |
| YTD | +28.7% | +29.3% | -0.5% | +19.3% |
| 1Y | +22.8% | +33.1% | -10.4% | +13.0% |
| All | +22.8% | +32.9% | -10.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling