+100.1%
MO vs CLBK
+41.8%
+58.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +5.8% | +4.5% | +1.3% | +5.4% |
| 3M | -4.5% | +22.8% | -27.3% | -6.0% |
| 6M | +5.7% | +43.4% | -37.7% | +2.9% |
| YTD | +23.1% | +64.1% | -41.0% | +18.6% |
| 1Y | +10.9% | +67.6% | -56.7% | +6.6% |
| 3Y | +96.1% | +53.3% | +42.9% | +88.2% |
| 5Y | +100.1% | +44.8% | +55.3% | +86.5% |
| All | +100.1% | +41.8% | +58.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling