-18.7%
CRL vs MNDY
-47.4%
+28.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.8% | -0.7% |
| 7D | -1.0% | -9.6% | +8.5% | +0.4% |
| 30D | +10.7% | -0.4% | +11.1% | +10.3% |
| 3M | +55.3% | +4.3% | +51.0% | +53.0% |
| 6M | +60.7% | +19.8% | +40.9% | +53.9% |
| YTD | +44.6% | -38.3% | +82.9% | +52.2% |
| 1Y | +77.7% | -50.1% | +127.8% | +91.7% |
| 3Y | +37.6% | -48.4% | +86.1% | +40.6% |
| 5Y | -35.8% | -76.0% | +40.2% | -37.5% |
| All | -18.7% | -47.4% | +28.7% | -16.6% |
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