+123.3%
MO vs CLBK
+66.9%
+56.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -0.3% | +7.8% | -8.0% | -1.6% |
| 3M | -2.9% | +23.9% | -26.8% | -6.6% |
| 6M | +5.8% | +42.3% | -36.5% | -0.8% |
| YTD | +22.0% | +65.4% | -43.4% | +11.1% |
| 1Y | +10.7% | +70.3% | -59.6% | -0.1% |
| 3Y | +94.4% | +54.5% | +39.9% | +74.8% |
| 5Y | +97.2% | +43.1% | +54.1% | +72.7% |
| All | +123.3% | +66.9% | +56.4% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling