+507.3%
MDLZ vs CRS
+3,028.3%
-2,520.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -0.4% | +7.4% | -7.8% | -1.3% |
| 30D | +8.2% | -21.2% | +29.4% | +10.6% |
| 3M | +8.0% | -43.3% | +51.3% | +14.5% |
| 6M | +9.7% | -29.4% | +39.1% | +12.8% |
| YTD | +26.9% | -4.7% | +31.5% | +25.0% |
| 1Y | +20.9% | -9.6% | +30.5% | +19.8% |
| 3Y | +5.3% | +355.5% | -350.1% | -18.2% |
| 5Y | +21.4% | +826.6% | -805.2% | -16.8% |
| 10Y | +105.7% | +846.1% | -740.5% | +29.4% |
| All | +507.3% | +3,028.3% | -2,520.9% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling