+507.1%
MDLZ vs CCI
+873.3%
-366.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | +2.2% | +3.2% | -1.0% | +1.7% |
| 30D | +10.1% | +12.2% | -2.0% | +8.3% |
| 3M | +9.1% | +23.1% | -14.0% | +5.6% |
| 6M | +10.0% | +1.3% | +8.7% | +9.3% |
| YTD | +26.8% | +4.5% | +22.4% | +25.2% |
| 1Y | +22.5% | +2.3% | +20.2% | +21.3% |
| 3Y | +5.3% | +9.8% | -4.5% | +2.9% |
| 5Y | +21.4% | -36.5% | +58.0% | +26.7% |
| 10Y | +102.0% | +64.7% | +37.4% | +90.5% |
| All | +507.1% | +873.3% | -366.2% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling