+3,419.7%
CLS vs MO
+3,652.6%
-232.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +5.8% |
| 7D | +12.8% | -2.0% | +14.8% | +13.2% |
| 30D | +3.8% | -0.3% | +4.1% | +3.7% |
| 3M | -14.6% | -2.9% | -11.7% | -14.8% |
| 6M | +32.2% | +5.8% | +26.5% | +29.1% |
| YTD | +11.6% | +22.0% | -10.4% | +5.8% |
| 1Y | +35.1% | +10.7% | +24.4% | +30.1% |
| 3Y | +1,312.5% | +94.4% | +1,218.2% | +1,074.8% |
| 5Y | +3,542.1% | +97.2% | +3,444.9% | +2,899.8% |
| 10Y | +2,944.0% | +103.0% | +2,841.0% | +2,335.3% |
| All | +3,419.7% | +3,652.6% | -232.9% | +2,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling