-23.5%
CCL vs MNDY
-50.8%
+27.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.3% |
| 7D | -4.3% | -12.5% | +8.2% | -1.1% |
| 30D | -19.0% | -2.6% | -16.3% | -19.0% |
| 3M | -13.1% | +4.2% | -17.3% | -15.2% |
| 6M | -13.3% | +9.8% | -23.0% | -18.1% |
| YTD | -25.2% | -42.3% | +17.0% | -16.8% |
| 1Y | -27.2% | -54.5% | +27.3% | -14.2% |
| 3Y | +49.2% | -50.3% | +99.5% | +57.8% |
| 5Y | +0.4% | -77.1% | +77.5% | -1.9% |
| All | -23.5% | -50.8% | +27.3% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling