-21.0%
CCL vs MNDY
-51.7%
+30.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.8% | +0.8% |
| 7D | -0.1% | -13.3% | +13.2% | +3.4% |
| 30D | -20.0% | -10.2% | -9.8% | -18.2% |
| 3M | -13.7% | -0.1% | -13.5% | -14.8% |
| 6M | -9.0% | +6.3% | -15.3% | -13.3% |
| YTD | -22.8% | -43.3% | +20.5% | -13.7% |
| 1Y | -25.3% | -56.1% | +30.8% | -11.1% |
| 3Y | +54.1% | -51.1% | +105.2% | +63.8% |
| 5Y | +3.5% | -78.5% | +82.0% | +1.7% |
| All | -21.0% | -51.7% | +30.7% | -23.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling