+16.5%
MDLZ vs CPRT
-7.1%
+23.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -2.1% | +16.6% | -18.7% | -5.2% |
| 3M | +1.3% | +9.6% | -8.3% | -0.8% |
| 6M | +6.2% | -11.1% | +17.3% | +8.0% |
| YTD | +15.8% | -13.9% | +29.7% | +18.2% |
| 1Y | +4.1% | -32.5% | +36.6% | +11.4% |
| 3Y | -4.1% | -25.0% | +20.9% | -2.1% |
| All | +16.5% | -7.1% | +23.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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