+4.1%
MDLZ vs CRS
+102.1%
-97.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -2.1% | -16.6% | +14.5% | -2.7% |
| 3M | +1.3% | -3.5% | +4.8% | +0.4% |
| 6M | +6.2% | +15.4% | -9.2% | +4.7% |
| YTD | +15.8% | +51.2% | -35.4% | +14.1% |
| 1Y | +4.1% | +98.3% | -94.2% | +3.1% |
| All | +4.1% | +102.1% | -97.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling