+68.1%
CSX vs MNDY
-53.8%
+121.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +3.3% |
| 7D | -2.2% | -16.1% | +13.9% | -1.2% |
| 30D | +6.8% | -10.2% | +17.0% | +7.4% |
| 3M | +0.7% | -14.2% | +14.9% | +1.3% |
| 6M | +13.3% | +10.9% | +2.4% | +11.7% |
| YTD | +40.5% | -45.8% | +86.4% | +44.8% |
| 1Y | +44.7% | -57.8% | +102.5% | +51.6% |
| 3Y | +74.5% | -41.0% | +115.5% | +75.4% |
| 5Y | +52.0% | -82.0% | +134.0% | +51.0% |
| All | +68.1% | -53.8% | +121.9% | +77.3% |
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