+85.6%
CFG vs MNDY
-47.4%
+133.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.6% |
| 7D | +1.5% | -9.6% | +11.1% | +2.5% |
| 30D | -3.8% | -0.4% | -3.4% | -4.0% |
| 3M | +11.5% | +4.3% | +7.2% | +10.4% |
| 6M | +19.2% | +19.8% | -0.6% | +15.5% |
| YTD | +23.7% | -38.3% | +62.0% | +28.3% |
| 1Y | +38.8% | -50.1% | +88.9% | +46.9% |
| 3Y | +178.9% | -48.4% | +227.3% | +188.5% |
| 5Y | +101.8% | -76.0% | +177.8% | +96.8% |
| All | +85.6% | -47.4% | +133.0% | +90.3% |
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 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