+3.2%
MDLZ vs CAI
-31.0%
+34.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.2% |
| 7D | 0.0% | -3.1% | +3.1% | -0.1% |
| 30D | +1.4% | +2.7% | -1.2% | +1.4% |
| 3M | 0.0% | +41.7% | -41.7% | +0.8% |
| 6M | +9.1% | +26.5% | -17.3% | +9.6% |
| YTD | +17.9% | -10.9% | +28.9% | +17.3% |
| 1Y | +3.2% | -29.2% | +32.4% | +2.5% |
| All | +3.2% | -31.0% | +34.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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