+82.7%
MDLZ vs CLSK
-61.4%
+144.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.7% | +0.6% |
| 7D | 0.0% | +21.9% | -21.8% | 0.0% |
| 30D | -1.6% | +9.6% | -11.2% | -1.6% |
| 3M | +0.9% | -18.4% | +19.3% | +0.9% |
| 6M | +7.3% | +46.4% | -39.0% | +7.2% |
| YTD | +16.4% | +33.2% | -16.8% | +16.3% |
| 1Y | +3.0% | +47.0% | -44.0% | +2.7% |
| 3Y | -3.7% | +206.4% | -210.1% | -4.4% |
| 5Y | +15.6% | +5.4% | +10.2% | +14.7% |
| All | +82.7% | -61.4% | +144.1% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling