+15.6%
MDLZ vs CRS
+1,394.1%
-1,378.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -1.6% | -19.6% | +18.0% | -1.0% |
| 3M | +0.9% | -8.1% | +9.0% | +0.8% |
| 6M | +7.3% | +18.6% | -11.2% | +6.0% |
| YTD | +16.4% | +45.9% | -29.4% | +13.9% |
| 1Y | +3.0% | +82.5% | -79.5% | -0.4% |
| 3Y | -3.7% | +648.9% | -652.6% | -18.6% |
| 5Y | +15.6% | +1,438.1% | -1,422.5% | -11.4% |
| All | +15.6% | +1,394.1% | -1,378.5% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling