+43.3%
MO vs CLF
+26.4%
+16.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.4% | +16.0% | -15.5% | +1.3% |
| 30D | +8.9% | +1.6% | +7.3% | +9.2% |
| 3M | +23.0% | +6.7% | +16.3% | +23.9% |
| 6M | +15.0% | +21.1% | -6.2% | +16.4% |
| YTD | +41.7% | -1.6% | +43.3% | +44.2% |
| 1Y | +43.3% | +18.5% | +24.8% | +44.1% |
| All | +43.3% | +26.4% | +16.9% | +44.1% |
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