+14,700.0%
MO vs CAG
+594.9%
+14,105.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.4% |
| 30D | -0.3% | +1.0% | -1.3% | -0.6% |
| 3M | -2.9% | +17.4% | -20.3% | -7.8% |
| 6M | +5.8% | -16.8% | +22.6% | +11.1% |
| YTD | +22.0% | -6.8% | +28.8% | +23.7% |
| 1Y | +10.7% | -15.4% | +26.1% | +15.2% |
| 3Y | +94.4% | -37.1% | +131.5% | +118.6% |
| 5Y | +97.2% | -41.3% | +138.4% | +125.2% |
| 10Y | +103.0% | -35.5% | +138.4% | +115.4% |
| All | +14,700.0% | +594.9% | +14,105.2% | +6,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling