+45.3%
MO vs CFG
+34.2%
+11.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.5% |
| 7D | +6.9% | +1.8% | +5.1% | +6.9% |
| 30D | +14.9% | +3.3% | +11.6% | +15.1% |
| 3M | +16.4% | -9.8% | +26.3% | +15.8% |
| 6M | +9.6% | +5.2% | +4.4% | +10.2% |
| YTD | +41.8% | +16.1% | +25.8% | +43.1% |
| 1Y | +45.3% | +33.7% | +11.7% | +44.7% |
| All | +45.3% | +34.2% | +11.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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