+134.5%
MO vs CL
+38.3%
+96.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.0% |
| 7D | -2.4% | +1.3% | -3.8% | -3.0% |
| 30D | +9.7% | +11.4% | -1.6% | +4.9% |
| 3M | +14.1% | +4.4% | +9.7% | +12.0% |
| 6M | +11.9% | +10.8% | +1.1% | +7.3% |
| YTD | +38.4% | +25.1% | +13.3% | +26.3% |
| 1Y | +41.9% | +28.0% | +13.9% | +28.4% |
| 3Y | +134.5% | +37.6% | +96.9% | +110.1% |
| All | +134.5% | +38.3% | +96.2% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling