+85.2%
MDLZ vs CLSK
-63.3%
+148.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | +1.7% | +1.7% | -0.1% | +1.7% |
| 30D | +1.1% | +11.1% | -10.0% | +1.1% |
| 3M | -1.8% | -14.1% | +12.2% | -1.8% |
| 6M | +12.3% | +32.9% | -20.6% | +12.2% |
| YTD | +18.0% | +26.5% | -8.4% | +17.9% |
| 1Y | +3.8% | +27.6% | -23.8% | +3.6% |
| 3Y | -2.4% | +190.9% | -193.3% | -3.1% |
| 5Y | +18.4% | -0.4% | +18.8% | +17.4% |
| All | +85.2% | -63.3% | +148.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling