+536.9%
MRK vs CCI
+905.5%
-368.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +17.1% | +2.7% | +14.4% | +16.8% |
| 3M | +25.9% | -18.2% | +44.1% | +28.4% |
| 6M | +26.8% | -14.8% | +41.6% | +28.7% |
| YTD | +44.9% | -12.6% | +57.5% | +46.5% |
| 1Y | +84.8% | -16.7% | +101.6% | +87.7% |
| 3Y | +50.1% | -10.5% | +60.6% | +50.7% |
| 5Y | +127.4% | -51.4% | +178.8% | +141.3% |
| 10Y | +240.0% | +20.0% | +219.9% | +230.9% |
| All | +536.9% | +905.5% | -368.6% | +422.5% |
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