+21.4%
MDLZ vs CRS
+837.7%
-816.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +10.1% | -22.9% | +33.0% | +10.6% |
| 3M | +9.1% | -46.8% | +55.9% | +10.7% |
| 6M | +10.0% | -30.4% | +40.4% | +10.1% |
| YTD | +26.8% | -5.4% | +32.2% | +25.1% |
| 1Y | +22.5% | -9.0% | +31.5% | +21.0% |
| 3Y | +5.3% | +352.2% | -346.9% | -9.8% |
| 5Y | +21.4% | +852.2% | -830.8% | -4.7% |
| All | +21.4% | +837.7% | -816.3% | -4.7% |
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