-29.4%
CCL vs MNST
+305.0%
-334.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.2% |
| 7D | +5.8% | -3.9% | +9.7% | +8.3% |
| 30D | +17.3% | +3.9% | +13.4% | +14.6% |
| 3M | +11.3% | -0.8% | +12.2% | +11.5% |
| 6M | +18.5% | +5.1% | +13.4% | +14.4% |
| YTD | +2.8% | +18.3% | -15.5% | -8.0% |
| 1Y | +16.7% | +29.5% | -12.7% | -1.1% |
| 3Y | +146.0% | +64.0% | +82.0% | +73.6% |
| 5Y | +33.6% | +97.2% | -63.5% | -17.2% |
| 10Y | -29.4% | +328.4% | -357.9% | -67.0% |
| All | -29.4% | +305.0% | -334.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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