+1,914.6%
CLS vs MO
+154.9%
+1,759.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.6% |
| 7D | +16.3% | +3.3% | +13.0% | +15.5% |
| 30D | -25.7% | +7.5% | -33.2% | -26.9% |
| 3M | -30.9% | +22.8% | -53.6% | -34.3% |
| 6M | -35.5% | +13.4% | -48.8% | -38.3% |
| YTD | -18.7% | +43.0% | -61.7% | -27.9% |
| 1Y | -17.9% | +45.2% | -63.1% | -27.6% |
| 3Y | +838.1% | +145.5% | +692.6% | +526.9% |
| 5Y | +1,971.9% | +157.1% | +1,814.8% | +1,229.2% |
| All | +1,914.6% | +154.9% | +1,759.7% | +997.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling