+103.0%
MO vs CL
+51.8%
+51.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.0% | -1.4% | -0.7% | -1.4% |
| 30D | -0.3% | -5.2% | +4.9% | +2.4% |
| 3M | -2.9% | +3.3% | -6.3% | -4.4% |
| 6M | +5.8% | -4.4% | +10.1% | +7.8% |
| YTD | +22.0% | +13.9% | +8.1% | +14.0% |
| 1Y | +10.7% | +7.6% | +3.0% | +6.1% |
| 3Y | +94.4% | +29.6% | +64.8% | +67.2% |
| 5Y | +97.2% | +28.1% | +69.1% | +68.4% |
| 10Y | +103.0% | +53.4% | +49.6% | +59.5% |
| All | +103.0% | +51.8% | +51.1% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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