-53.2%
MNDY vs CLBK
+49.5%
-102.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -8.0% |
| 7D | -13.3% | +1.1% | -14.4% | -13.5% |
| 30D | -10.2% | +7.8% | -17.9% | -11.8% |
| 3M | -0.1% | +23.9% | -24.0% | -5.4% |
| 6M | +6.3% | +42.3% | -36.0% | -2.8% |
| YTD | -43.3% | +65.4% | -108.7% | -50.1% |
| 1Y | -56.1% | +70.3% | -126.4% | -61.7% |
| 3Y | -51.1% | +54.5% | -105.6% | -57.1% |
| 5Y | -78.5% | +43.1% | -121.6% | -79.6% |
| All | -53.2% | +49.5% | -102.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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