+43.5%
COF vs MNDY
-50.8%
+94.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.5% |
| 7D | -6.1% | -12.5% | +6.4% | -4.4% |
| 30D | -5.2% | -2.6% | -2.5% | -5.1% |
| 3M | +17.0% | +4.2% | +12.8% | +15.4% |
| 6M | +12.9% | +9.8% | +3.2% | +9.7% |
| YTD | -13.5% | -42.3% | +28.7% | -8.5% |
| 1Y | -5.9% | -54.5% | +48.7% | +2.6% |
| 3Y | +117.1% | -50.3% | +167.4% | +126.4% |
| 5Y | +45.4% | -77.1% | +122.5% | +40.7% |
| All | +43.5% | -50.8% | +94.3% | +44.6% |
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