+224.4%
MRK vs CCI
+23.6%
+200.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | +2.2% | +6.1% | +7.6% |
| 3M | +20.0% | -16.9% | +36.9% | +25.7% |
| 6M | +25.7% | -11.5% | +37.2% | +29.1% |
| YTD | +38.7% | -12.8% | +51.6% | +42.6% |
| 1Y | +74.7% | -17.1% | +91.8% | +81.8% |
| 3Y | +45.4% | -9.6% | +55.0% | +45.4% |
| 5Y | +129.0% | -48.9% | +178.0% | +168.6% |
| All | +224.4% | +23.6% | +200.8% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling