+100.1%
MO vs CCL
-2.4%
+102.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | +5.8% | -19.0% | +24.8% | +6.3% |
| 3M | -4.5% | -13.1% | +8.6% | -4.3% |
| 6M | +5.7% | -13.3% | +19.0% | +5.9% |
| YTD | +23.1% | -25.2% | +48.4% | +23.8% |
| 1Y | +10.9% | -27.2% | +38.1% | +11.5% |
| 3Y | +96.1% | +49.2% | +46.9% | +87.6% |
| 5Y | +100.1% | +0.4% | +99.7% | +90.2% |
| All | +100.1% | -2.4% | +102.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 5y: compounded portfolio wealth divided by compounded CCL 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…
5y analysis · Full analysis span regression · 6 months rolling