+377.3%
CCJ vs MNDY
-51.7%
+429.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.1% | +9.3% | +2.5% |
| 7D | +5.9% | -13.3% | +19.2% | +8.2% |
| 30D | +4.7% | -10.2% | +14.9% | +6.0% |
| 3M | -3.3% | -0.1% | -3.2% | -4.3% |
| 6M | -7.0% | +6.3% | -13.3% | -9.9% |
| YTD | +11.5% | -43.3% | +54.8% | +19.1% |
| 1Y | +32.3% | -56.1% | +88.4% | +47.3% |
| 3Y | +176.8% | -51.1% | +228.0% | +188.8% |
| 5Y | +351.8% | -78.5% | +430.3% | +357.5% |
| All | +377.3% | -51.7% | +429.0% | +446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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