+3,741.3%
MO vs CHRW
+4,173.0%
-431.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +0.6% | -3.5% | +4.1% | +1.1% |
| 3M | -1.0% | -19.4% | +18.4% | +1.7% |
| 6M | +4.3% | -21.4% | +25.7% | +7.1% |
| YTD | +23.3% | -7.1% | +30.4% | +23.1% |
| 1Y | +10.5% | +17.8% | -7.4% | +5.9% |
| 3Y | +96.3% | +78.8% | +17.5% | +73.7% |
| 5Y | +98.9% | +83.5% | +15.4% | +73.4% |
| 10Y | +103.6% | +160.2% | -56.6% | +66.1% |
| All | +3,741.3% | +4,173.0% | -431.6% | +2,123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 all: compounded portfolio wealth divided by compounded CHRW 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…
all analysis · Full analysis span regression · 6 months rolling