+84.6%
MRK vs CCI
+7.6%
+77.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.5% | +3.1% |
| 7D | +6.7% | +5.0% | +1.6% | +6.0% |
| 30D | +7.8% | +36.4% | -28.6% | +3.3% |
| 3M | +18.2% | +20.4% | -2.2% | +15.2% |
| 6M | +34.7% | +4.9% | +29.8% | +34.0% |
| YTD | +45.8% | +7.8% | +38.0% | +46.1% |
| 1Y | +84.6% | +7.3% | +77.3% | +85.4% |
| All | +84.6% | +7.6% | +77.0% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling