+63.6%
CSX vs MNDY
-49.2%
+112.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -3.0% |
| 7D | -5.5% | -8.0% | +2.5% | -5.0% |
| 30D | +4.9% | +5.3% | -0.4% | +4.6% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | +8.3% | +18.9% | -10.5% | +6.5% |
| YTD | +36.7% | -40.4% | +77.2% | +40.1% |
| 1Y | +41.5% | -51.4% | +92.9% | +47.0% |
| 3Y | +68.6% | -32.3% | +100.9% | +68.1% |
| 5Y | +48.4% | -74.9% | +123.4% | +46.7% |
| All | +63.6% | -49.2% | +112.8% | +71.6% |
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