+67.7%
CHRW vs MNDY
-47.4%
+115.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.4% |
| 7D | -1.4% | -9.6% | +8.2% | -0.9% |
| 30D | -3.5% | -0.4% | -3.1% | -3.5% |
| 3M | -19.4% | +4.3% | -23.7% | -19.7% |
| 6M | -21.4% | +19.8% | -41.2% | -22.5% |
| YTD | -7.1% | -38.3% | +31.2% | -5.5% |
| 1Y | +17.8% | -50.1% | +67.9% | +21.0% |
| 3Y | +78.8% | -48.4% | +127.2% | +80.4% |
| 5Y | +83.5% | -76.0% | +159.5% | +76.7% |
| All | +67.7% | -47.4% | +115.1% | +71.5% |
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