+45.2%
MO vs CFG
+28.3%
+16.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +3.3% | +3.2% | +0.1% | +3.4% |
| 30D | +7.5% | +5.1% | +2.4% | +7.8% |
| 3M | +22.8% | -11.2% | +34.0% | +22.0% |
| 6M | +13.4% | +9.6% | +3.8% | +14.4% |
| YTD | +43.0% | +15.0% | +28.0% | +44.2% |
| 1Y | +45.2% | +29.9% | +15.4% | +43.9% |
| All | +45.2% | +28.3% | +16.9% | +43.9% |
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 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