+987.9%
MRNA vs CCI
+7.6%
+980.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.5% | +6.6% | +11.1% |
| 7D | +20.6% | +5.0% | +15.6% | +18.9% |
| 30D | +27.1% | +36.4% | -9.2% | +15.3% |
| 3M | +353.4% | +20.4% | +333.0% | +319.3% |
| 6M | +446.3% | +4.9% | +441.4% | +413.4% |
| YTD | +776.2% | +7.8% | +768.4% | +712.6% |
| 1Y | +987.9% | +7.3% | +980.6% | +920.4% |
| All | +987.9% | +7.6% | +980.3% | +920.4% |
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