+3.2%
MDLZ vs CRS
+83.0%
-79.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -0.5% | +0.5% | -0.1% |
| 30D | +1.4% | -18.1% | +19.5% | +0.7% |
| 3M | 0.0% | -12.4% | +12.5% | -1.0% |
| 6M | +9.1% | +15.9% | -6.8% | +7.4% |
| YTD | +17.9% | +45.8% | -27.9% | +16.0% |
| 1Y | +3.2% | +87.8% | -84.5% | +2.3% |
| All | +3.2% | +83.0% | -79.8% | +2.3% |
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