+41.5%
MO vs CLF
+27.9%
+13.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.5% |
| 7D | -0.8% | +2.3% | -3.1% | -0.6% |
| 30D | +8.0% | +1.9% | +6.1% | +8.4% |
| 3M | +20.9% | +5.9% | +15.0% | +21.8% |
| 6M | +16.3% | +16.9% | -0.6% | +17.8% |
| YTD | +40.7% | -1.1% | +41.8% | +43.4% |
| 1Y | +41.5% | +28.8% | +12.6% | +43.1% |
| All | +41.5% | +27.9% | +13.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling