+20.3%
CL vs MNDY
-47.4%
+67.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +5.0% | -1.5% |
| 7D | -2.2% | -9.6% | +7.4% | -2.2% |
| 30D | -4.8% | -0.4% | -4.4% | -4.8% |
| 3M | +4.9% | +4.3% | +0.6% | +4.9% |
| 6M | -5.7% | +19.8% | -25.5% | -5.5% |
| YTD | +14.4% | -38.3% | +52.7% | +14.0% |
| 1Y | +8.7% | -50.1% | +58.8% | +8.2% |
| 3Y | +30.0% | -48.4% | +78.4% | +29.4% |
| 5Y | +28.4% | -76.0% | +104.4% | +24.6% |
| All | +20.3% | -47.4% | +67.7% | +21.5% |
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