+145.5%
MO vs CAG
-36.3%
+181.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +3.3% | -3.3% | +6.7% | +4.3% |
| 30D | +7.5% | +7.7% | -0.1% | +5.2% |
| 3M | +22.8% | -3.2% | +25.9% | +23.4% |
| 6M | +13.4% | +7.0% | +6.4% | +10.8% |
| YTD | +43.0% | -9.0% | +52.0% | +45.0% |
| 1Y | +45.2% | -9.6% | +54.8% | +47.5% |
| 3Y | +145.5% | -36.0% | +181.5% | +183.8% |
| All | +145.5% | -36.3% | +181.9% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling