+94.4%
CRH vs MNDY
-49.8%
+144.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.8% |
| 7D | -6.1% | -4.6% | -1.4% | -5.6% |
| 30D | -9.3% | +1.0% | -10.3% | -9.7% |
| 3M | -15.2% | +9.1% | -24.3% | -16.6% |
| 6M | -14.2% | +14.2% | -28.4% | -16.8% |
| YTD | -28.3% | -41.1% | +12.9% | -24.7% |
| 1Y | -21.8% | -54.7% | +32.9% | -15.4% |
| 3Y | +71.6% | -50.6% | +122.2% | +78.6% |
| 5Y | +96.6% | -76.7% | +173.3% | +97.6% |
| All | +94.4% | -49.8% | +144.2% | +110.7% |
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