+72.8%
CFG vs MNDY
-55.2%
+128.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -0.8% | -19.8% | +19.0% | +1.3% |
| 30D | +3.1% | -8.4% | +11.5% | +3.8% |
| 3M | -9.7% | -11.2% | +1.5% | -9.2% |
| 6M | +6.7% | +0.9% | +5.8% | +5.2% |
| YTD | +15.2% | -47.4% | +62.6% | +20.8% |
| 1Y | +28.8% | -53.0% | +81.8% | +36.7% |
| 3Y | +190.1% | -44.6% | +234.7% | +198.0% |
| 5Y | +63.4% | -78.7% | +142.1% | +60.9% |
| All | +72.8% | -55.2% | +128.0% | +79.3% |
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 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