+51.2%
CBRE vs MNDY
-55.0%
+106.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -1.8% | -11.3% | +9.5% | -0.3% |
| 30D | +3.3% | -10.8% | +14.1% | +4.6% |
| 3M | -12.4% | -17.3% | +4.9% | -10.7% |
| 6M | -5.4% | +15.2% | -20.6% | -8.2% |
| YTD | -17.2% | -47.1% | +29.9% | -12.1% |
| 1Y | -13.1% | -51.4% | +38.3% | -6.8% |
| 3Y | +81.6% | -49.6% | +131.2% | +88.6% |
| 5Y | +26.4% | -78.6% | +105.0% | +24.7% |
| All | +51.2% | -55.0% | +106.2% | +61.4% |
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