+5.8%
MDLZ vs CCI
+6.3%
-0.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +11.2% | +28.4% | -17.2% | +4.1% |
| 3M | +6.1% | +20.0% | -13.8% | +1.1% |
| 6M | +8.6% | +0.8% | +7.8% | +8.2% |
| YTD | +25.8% | +3.6% | +22.2% | +24.0% |
| 1Y | +21.7% | +6.1% | +15.6% | +18.9% |
| 3Y | +5.8% | +7.2% | -1.4% | +7.1% |
| All | +5.8% | +6.3% | -0.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling