+454.2%
MDLZ vs CCI
+714.2%
-259.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -2.1% | +2.7% | -4.8% | -2.5% |
| 3M | +1.3% | -18.2% | +19.5% | +4.1% |
| 6M | +6.2% | -14.8% | +21.0% | +8.4% |
| YTD | +15.8% | -12.6% | +28.4% | +17.6% |
| 1Y | +4.1% | -16.7% | +20.9% | +6.4% |
| 3Y | -4.1% | -10.5% | +6.4% | -3.4% |
| 5Y | +13.4% | -51.4% | +64.8% | +23.0% |
| 10Y | +75.7% | +20.0% | +55.7% | +72.6% |
| All | +454.2% | +714.2% | -259.9% | +396.5% |
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