+90.0%
MDLZ vs CVE
+136.1%
-46.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +1.7% | -16.1% | +17.8% | +2.8% |
| 30D | +11.2% | -10.4% | +21.6% | +11.9% |
| 3M | +6.1% | -2.4% | +8.5% | +6.1% |
| 6M | +8.6% | -4.4% | +13.0% | +8.5% |
| YTD | +25.8% | +64.9% | -39.1% | +20.7% |
| 1Y | +21.7% | +66.0% | -44.4% | +16.6% |
| 3Y | +5.8% | +57.7% | -51.8% | +0.8% |
| 5Y | +21.4% | +144.7% | -123.3% | +9.7% |
| All | +90.0% | +136.1% | -46.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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