+91.9%
MO vs CAG
-37.6%
+129.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.4% | -6.6% | +4.2% | -0.6% |
| 30D | +3.6% | +2.3% | +1.3% | +2.9% |
| 3M | -3.7% | +16.3% | -20.0% | -7.5% |
| 6M | +4.5% | -16.0% | +20.5% | +8.7% |
| YTD | +21.5% | -7.7% | +29.2% | +23.1% |
| 1Y | +9.5% | -16.0% | +25.6% | +13.5% |
| All | +91.9% | -37.6% | +129.5% | +113.7% |
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