+33.4%
CVS vs MNDY
-51.7%
+85.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.1% | +7.4% | -0.6% |
| 7D | -1.6% | -13.3% | +11.7% | -1.4% |
| 30D | +0.4% | -10.2% | +10.5% | +0.5% |
| 3M | -0.4% | -0.1% | -0.3% | -0.5% |
| 6M | +25.1% | +6.3% | +18.8% | +25.0% |
| YTD | +23.9% | -43.3% | +67.2% | +25.2% |
| 1Y | +41.1% | -56.1% | +97.2% | +43.1% |
| 3Y | +63.6% | -51.1% | +114.7% | +65.6% |
| 5Y | +31.5% | -78.5% | +110.0% | +29.3% |
| All | +33.4% | -51.7% | +85.1% | +39.9% |
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