+3,616.8%
CLS vs MO
+99.2%
+3,517.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.3% |
| 7D | +5.0% | -1.0% | +6.0% | +4.8% |
| 30D | +4.8% | +5.8% | -1.0% | +5.8% |
| 3M | -10.4% | -4.5% | -5.9% | -10.6% |
| 6M | +20.8% | +5.7% | +15.1% | +21.1% |
| YTD | +10.0% | +23.1% | -13.1% | +10.8% |
| 1Y | +28.5% | +10.9% | +17.6% | +29.2% |
| 3Y | +1,292.2% | +96.1% | +1,196.1% | +1,124.5% |
| 5Y | +3,616.8% | +100.1% | +3,516.7% | +3,054.1% |
| All | +3,616.8% | +99.2% | +3,517.6% | +3,054.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling