-65.7%
MRNA vs CCI
-49.3%
-16.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +126.1% | +2.2% | +123.9% | +124.4% |
| 3M | +190.0% | -16.9% | +206.9% | +206.2% |
| 6M | +157.2% | -11.5% | +168.8% | +163.9% |
| YTD | +388.2% | -12.8% | +401.0% | +401.3% |
| 1Y | +467.0% | -17.1% | +484.1% | +494.3% |
| 3Y | +36.1% | -9.6% | +45.7% | +32.9% |
| All | -65.7% | -49.3% | -16.4% | -57.1% |
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