+134,950.5%
MNST vs CCI
+1,091.9%
+133,858.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -4.0% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +6.6% | +28.4% | -21.8% | +2.2% |
| 3M | -2.9% | +20.0% | -22.9% | -6.0% |
| 6M | +18.4% | +0.8% | +17.7% | +17.6% |
| YTD | +19.3% | +3.6% | +15.7% | +17.5% |
| 1Y | +37.9% | +6.1% | +31.8% | +35.3% |
| 3Y | +62.9% | +7.2% | +55.7% | +58.6% |
| 5Y | +99.6% | -37.0% | +136.6% | +109.8% |
| 10Y | +305.7% | +54.2% | +251.5% | +275.0% |
| All | +134,950.5% | +1,091.9% | +133,858.6% | +77,520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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