+102.7%
MO vs CLX
-38.5%
+141.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.2% |
| 30D | +7.1% | -17.0% | +24.2% | +10.8% |
| 3M | -2.0% | -9.7% | +7.7% | -0.3% |
| 6M | +7.3% | -19.8% | +27.1% | +11.4% |
| YTD | +23.5% | -9.8% | +33.3% | +25.2% |
| 1Y | +11.0% | -26.2% | +37.2% | +16.8% |
| 3Y | +95.0% | -36.2% | +131.2% | +110.0% |
| All | +102.7% | -38.5% | +141.3% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling