+149.3%
MO vs CFG
+224.4%
-75.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +8.0% | +3.1% | +4.9% | +7.4% |
| 3M | +20.9% | -9.7% | +30.6% | +23.0% |
| 6M | +16.3% | +6.7% | +9.6% | +14.6% |
| YTD | +40.7% | +15.2% | +25.5% | +36.2% |
| 1Y | +41.5% | +28.8% | +12.7% | +34.0% |
| 3Y | +141.5% | +190.1% | -48.6% | +89.2% |
| 5Y | +153.1% | +63.4% | +89.7% | +118.9% |
| 10Y | +149.3% | +219.8% | -70.5% | +95.9% |
| All | +149.3% | +224.4% | -75.1% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling