+16,689.9%
MO vs CL
+5,337.0%
+11,353.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | -2.4% | +1.3% | -3.8% | -2.9% |
| 30D | +9.7% | +11.4% | -1.6% | +5.6% |
| 3M | +14.1% | +4.4% | +9.7% | +12.4% |
| 6M | +11.9% | +10.8% | +1.1% | +7.8% |
| YTD | +38.4% | +25.1% | +13.3% | +27.5% |
| 1Y | +41.9% | +28.0% | +13.9% | +29.6% |
| 3Y | +134.5% | +37.6% | +96.9% | +107.4% |
| 5Y | +147.3% | +39.7% | +107.6% | +116.2% |
| 10Y | +135.2% | +75.8% | +59.4% | +88.5% |
| All | +16,689.9% | +5,337.0% | +11,353.0% | +3,157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling