+129.9%
MRK vs CCI
-49.3%
+179.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | +2.2% | +6.1% | +7.9% |
| 3M | +20.0% | -16.9% | +36.9% | +23.6% |
| 6M | +25.7% | -11.5% | +37.2% | +27.9% |
| YTD | +38.7% | -12.8% | +51.6% | +41.3% |
| 1Y | +74.7% | -17.1% | +91.8% | +79.3% |
| 3Y | +45.4% | -9.6% | +55.0% | +47.1% |
| All | +129.9% | -49.3% | +179.2% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling