+92.2%
MDLZ vs CCI
+51.6%
+40.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +10.0% | +10.3% | -0.3% | +5.9% |
| 3M | +7.1% | +17.9% | -10.8% | +0.1% |
| 6M | +9.8% | -0.5% | +10.3% | +8.9% |
| YTD | +26.6% | +2.7% | +23.9% | +23.1% |
| 1Y | +20.3% | +3.1% | +17.2% | +16.7% |
| 3Y | +5.4% | +8.0% | -2.6% | -1.5% |
| 5Y | +22.2% | -37.8% | +60.0% | +40.6% |
| 10Y | +92.2% | +56.5% | +35.6% | +41.9% |
| All | +92.2% | +51.6% | +40.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling