+499.5%
MRNA vs CCI
-18.8%
+518.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.8% |
| 7D | +5.5% | -0.4% | +5.9% | +5.6% |
| 30D | +158.7% | +2.7% | +156.0% | +157.2% |
| 3M | +182.1% | -18.2% | +200.3% | +191.5% |
| 6M | +151.8% | -14.8% | +166.6% | +159.9% |
| YTD | +393.6% | -12.6% | +406.2% | +396.5% |
| 1Y | +499.5% | -16.7% | +516.2% | +549.5% |
| All | +499.5% | -18.8% | +518.2% | +549.5% |
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 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