-19.9%
CCL vs MNDY
-47.4%
+27.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.6% | +1.8% |
| 7D | -5.0% | -9.6% | +4.5% | -2.6% |
| 30D | -20.3% | -0.4% | -19.9% | -20.8% |
| 3M | -15.1% | +4.3% | -19.4% | -17.1% |
| 6M | -15.1% | +19.8% | -34.9% | -21.6% |
| YTD | -21.8% | -38.3% | +16.5% | -14.4% |
| 1Y | -24.8% | -50.1% | +25.3% | -13.4% |
| 3Y | +51.9% | -48.4% | +100.3% | +59.5% |
| 5Y | +4.0% | -76.0% | +80.1% | +0.1% |
| All | -19.9% | -47.4% | +27.5% | -24.3% |
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