+16,738.5%
MO vs CLF
+737.5%
+16,001.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.4% |
| 7D | -0.8% | -9.1% | +8.3% | -0.3% |
| 30D | +6.5% | -0.9% | +7.4% | +6.2% |
| 3M | +18.3% | +3.0% | +15.4% | +17.5% |
| 6M | +15.6% | +16.7% | -1.1% | +13.0% |
| YTD | +38.8% | -3.2% | +42.0% | +36.8% |
| 1Y | +41.6% | +24.6% | +17.0% | +36.8% |
| 3Y | +138.2% | -22.3% | +160.5% | +131.4% |
| 5Y | +150.5% | -41.2% | +191.7% | +143.8% |
| 10Y | +146.1% | +83.5% | +62.6% | +105.1% |
| All | +16,738.5% | +737.5% | +16,001.0% | +9,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling