-3.2%
MDLZ vs CAI
-8.1%
+4.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -1.6% | +9.1% | -10.7% | -1.4% |
| 3M | +0.9% | +53.8% | -52.9% | +2.1% |
| 6M | +7.3% | +33.5% | -26.2% | +8.2% |
| YTD | +16.4% | -8.0% | +24.5% | +16.0% |
| 1Y | +3.0% | -28.7% | +31.7% | +1.6% |
| All | -3.2% | -8.1% | +4.9% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling