+19.3%
CL vs MNDY
-53.2%
+72.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.4% |
| 7D | -2.3% | -14.1% | +11.8% | -2.4% |
| 30D | -5.5% | -8.5% | +3.0% | -5.5% |
| 3M | +0.8% | -2.5% | +3.4% | +0.8% |
| 6M | -4.2% | +0.1% | -4.3% | -4.1% |
| YTD | +13.4% | -45.0% | +58.5% | +12.9% |
| 1Y | +7.1% | -58.1% | +65.2% | +6.4% |
| 3Y | +29.0% | -52.6% | +81.6% | +28.3% |
| 5Y | +28.3% | -79.3% | +107.6% | +24.4% |
| All | +19.3% | -53.2% | +72.4% | +20.4% |
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 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