+14,854.2%
MO vs CLF
+714.0%
+14,140.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +0.3% | +7.6% | -7.2% | -0.2% |
| 30D | +0.6% | -1.2% | +1.8% | +0.6% |
| 3M | -1.0% | -13.4% | +12.4% | -0.5% |
| 6M | +4.3% | +15.4% | -11.1% | +2.3% |
| YTD | +23.3% | -5.9% | +29.2% | +22.2% |
| 1Y | +10.5% | +18.8% | -8.4% | +6.9% |
| 3Y | +96.3% | -19.4% | +115.7% | +90.6% |
| 5Y | +98.9% | -47.7% | +146.6% | +95.7% |
| 10Y | +103.6% | +130.4% | -26.8% | +67.1% |
| All | +14,854.2% | +714.0% | +14,140.1% | +8,156.7% |
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