+91.9%
MO vs CLX
-35.1%
+127.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -2.4% | -4.9% | +2.5% | -1.5% |
| 30D | +3.6% | -15.8% | +19.4% | +6.9% |
| 3M | -3.7% | -7.9% | +4.2% | -2.5% |
| 6M | +4.5% | -19.0% | +23.6% | +8.5% |
| YTD | +21.5% | -7.9% | +29.4% | +22.9% |
| 1Y | +9.5% | -25.4% | +34.9% | +15.5% |
| All | +91.9% | -35.1% | +127.0% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling