+72.5%
CFG vs MNDY
-55.0%
+127.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +3.2% | -11.3% | +14.5% | +4.3% |
| 30D | +5.1% | -10.8% | +16.0% | +6.1% |
| 3M | -11.2% | -17.3% | +6.0% | -10.1% |
| 6M | +9.6% | +15.2% | -5.7% | +6.5% |
| YTD | +15.0% | -47.1% | +62.1% | +20.5% |
| 1Y | +29.9% | -51.4% | +81.3% | +37.4% |
| 3Y | +192.1% | -49.6% | +241.7% | +202.8% |
| 5Y | +62.3% | -78.6% | +140.9% | +59.7% |
| All | +72.5% | -55.0% | +127.4% | +78.9% |
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