+18.3%
MDLZ vs CLSK
-1.2%
+19.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | +17.2% | -17.3% | -0.1% |
| 30D | +1.4% | +14.6% | -13.1% | +1.4% |
| 3M | 0.0% | -16.8% | +16.9% | +0.1% |
| 6M | +9.1% | +38.2% | -29.0% | +8.5% |
| YTD | +17.9% | +31.2% | -13.3% | +17.2% |
| 1Y | +3.2% | +37.3% | -34.1% | +2.4% |
| 3Y | -2.5% | +201.8% | -204.3% | -7.6% |
| All | +18.3% | -1.2% | +19.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling