+28.5%
CLS vs MO
+11.0%
+17.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -1.8% |
| 7D | +5.0% | -1.0% | +6.0% | +4.4% |
| 30D | +4.8% | +5.8% | -1.0% | +8.5% |
| 3M | -10.4% | -4.5% | -5.9% | -11.1% |
| 6M | +20.8% | +5.7% | +15.1% | +24.0% |
| YTD | +10.0% | +23.1% | -13.1% | +20.7% |
| 1Y | +28.5% | +10.9% | +17.6% | +27.3% |
| All | +28.5% | +11.0% | +17.5% | +27.3% |
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 · 6 months rolling