+61.6%
CBRE vs MNDY
-51.7%
+113.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.1% | +4.3% | -2.7% |
| 7D | -1.5% | -13.3% | +11.8% | +0.3% |
| 30D | -4.0% | -10.2% | +6.2% | -2.8% |
| 3M | +8.0% | -0.1% | +8.1% | +7.6% |
| 6M | +4.0% | +6.3% | -2.3% | +1.9% |
| YTD | -11.5% | -43.3% | +31.8% | -6.5% |
| 1Y | -13.0% | -56.1% | +43.1% | -5.4% |
| 3Y | +66.9% | -51.1% | +118.0% | +74.1% |
| 5Y | +45.0% | -78.5% | +123.5% | +42.7% |
| All | +61.6% | -51.7% | +113.3% | +71.7% |
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