+23.0%
CNI vs MNDY
-49.8%
+72.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | -0.4% | -4.6% | +4.3% | -0.1% |
| 30D | -2.7% | +1.0% | -3.7% | -2.9% |
| 3M | +3.9% | +9.1% | -5.2% | +3.1% |
| 6M | +16.4% | +14.2% | +2.1% | +14.7% |
| YTD | +25.8% | -41.1% | +67.0% | +29.1% |
| 1Y | +32.4% | -54.7% | +87.1% | +38.0% |
| 3Y | +19.1% | -50.6% | +69.6% | +20.5% |
| 5Y | +13.6% | -76.7% | +90.2% | +12.3% |
| All | +23.0% | -49.8% | +72.8% | +25.3% |
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