+97.0%
CFG vs MNDY
-78.9%
+175.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | -0.6% | -14.1% | +13.5% | +1.1% |
| 30D | -4.5% | -8.5% | +3.9% | -3.9% |
| 3M | +6.3% | -2.5% | +8.9% | +5.9% |
| 6M | +20.6% | +0.1% | +20.5% | +18.8% |
| YTD | +21.2% | -45.0% | +66.3% | +28.0% |
| 1Y | +38.2% | -58.1% | +96.3% | +50.5% |
| 3Y | +185.9% | -52.6% | +238.6% | +198.9% |
| 5Y | +97.0% | -79.3% | +176.3% | +100.4% |
| All | +97.0% | -78.9% | +175.9% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling