+36.1%
MRNA vs CCI
-10.3%
+46.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +126.1% | +2.2% | +123.9% | +125.0% |
| 3M | +190.0% | -16.9% | +206.9% | +199.5% |
| 6M | +157.2% | -11.5% | +168.8% | +161.0% |
| YTD | +388.2% | -12.8% | +401.0% | +395.0% |
| 1Y | +467.0% | -17.1% | +484.1% | +483.1% |
| 3Y | +36.1% | -9.6% | +45.7% | +35.2% |
| All | +36.1% | -10.3% | +46.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling