+82.7%
MRVL vs CCI
+7.6%
+75.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.5% | -13.5% | -5.3% |
| 7D | -36.5% | +5.0% | -41.5% | -35.5% |
| 30D | -41.1% | +36.4% | -77.5% | -35.6% |
| 3M | -26.9% | +20.4% | -47.3% | -23.9% |
| 6M | -2.3% | +4.9% | -7.2% | -0.8% |
| YTD | +88.4% | +7.8% | +80.6% | +88.1% |
| 1Y | +82.7% | +7.3% | +75.4% | +83.1% |
| All | +82.7% | +7.6% | +75.2% | +83.1% |
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 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