+100.1%
MO vs CFG
+96.1%
+4.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | +5.8% | -4.6% | +10.4% | +6.3% |
| 3M | -4.5% | +7.9% | -12.4% | -5.4% |
| 6M | +5.7% | +19.9% | -14.1% | +3.6% |
| YTD | +23.1% | +21.7% | +1.4% | +20.1% |
| 1Y | +10.9% | +38.4% | -27.5% | +6.4% |
| 3Y | +96.1% | +187.0% | -90.9% | +65.6% |
| 5Y | +100.1% | +99.5% | +0.6% | +68.9% |
| All | +100.1% | +96.1% | +4.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling