+16,621.6%
MO vs CL
+5,414.7%
+11,206.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +5.8% | +11.6% | -5.8% | +1.7% |
| 3M | +12.7% | +5.6% | +7.1% | +10.5% |
| 6M | +14.8% | +13.2% | +1.6% | +9.8% |
| YTD | +37.8% | +26.9% | +10.9% | +26.3% |
| 1Y | +39.5% | +27.3% | +12.1% | +27.6% |
| 3Y | +136.1% | +39.7% | +96.3% | +107.6% |
| 5Y | +148.5% | +41.3% | +107.2% | +116.3% |
| 10Y | +135.5% | +76.3% | +59.2% | +88.5% |
| All | +16,621.6% | +5,414.7% | +11,206.9% | +3,127.5% |
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 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