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Hi Sophie -
Have you see the example on cohort analysis in the link below (2nd example). The example breaks it down by year instead of month that you are looking for but you'll get the example.
I have, but although I can get the data to show months, it doesn't tell me a breakdown of New & Retained customers. I've also had a look at the following threads but am still unfortunately stuck on how to show the data for my customer segment.