+629.1%
MRNA vs CCI
-10.6%
+639.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.0% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | +126.7% | +2.1% | +124.6% | +125.3% |
| 3M | +184.1% | -17.8% | +202.0% | +199.1% |
| 6M | +143.3% | -14.2% | +157.5% | +151.6% |
| YTD | +359.9% | -13.3% | +373.2% | +372.4% |
| 1Y | +454.2% | -16.6% | +470.8% | +477.1% |
| 3Y | +26.0% | -10.8% | +36.8% | +25.6% |
| 5Y | -70.3% | -50.3% | -19.9% | -64.1% |
| All | +629.1% | -10.6% | +639.7% | +566.2% |
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 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