+45.3%
MO vs CAH
+38.5%
+6.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.7% |
| 7D | +6.9% | +7.0% | -0.1% | +5.5% |
| 30D | +14.9% | +12.4% | +2.6% | +12.6% |
| 3M | +16.4% | +12.2% | +4.3% | +14.1% |
| 6M | +9.6% | +33.2% | -23.6% | +5.2% |
| YTD | +41.8% | +28.4% | +13.5% | +35.2% |
| 1Y | +45.3% | +35.0% | +10.3% | +37.5% |
| All | +45.3% | +38.5% | +6.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling