+15.6%
MDLZ vs CLBK
+43.5%
-27.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -1.6% | +7.8% | -9.3% | -2.2% |
| 3M | +0.9% | +23.9% | -23.0% | -0.9% |
| 6M | +7.3% | +42.3% | -35.0% | +4.2% |
| YTD | +16.4% | +65.4% | -48.9% | +11.5% |
| 1Y | +3.0% | +70.3% | -67.4% | -1.8% |
| 3Y | -3.7% | +54.5% | -58.2% | -8.0% |
| 5Y | +15.6% | +43.1% | -27.5% | +8.9% |
| All | +15.6% | +43.5% | -27.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CLBK 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling