-70.5%
CBRS vs MO
+12.3%
-82.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -4.2% |
| 7D | -18.4% | +6.9% | -25.3% | -10.5% |
| 30D | -49.4% | +14.9% | -64.3% | -37.3% |
| 3M | -59.6% | +16.4% | -76.0% | -47.1% |
| All | -70.5% | +12.3% | -82.8% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · Available span rolling