+2,670.5%
MO vs CNC
+5,287.0%
-2,616.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.9% |
| 30D | +3.6% | -3.8% | +7.4% | +4.0% |
| 3M | -3.7% | -3.2% | -0.5% | -3.5% |
| 6M | +4.5% | +47.9% | -43.4% | -0.1% |
| YTD | +21.5% | +55.7% | -34.2% | +15.2% |
| 1Y | +9.5% | +106.2% | -96.7% | +0.5% |
| 3Y | +93.6% | -2.1% | +95.6% | +87.7% |
| 5Y | +97.5% | +3.4% | +94.1% | +89.0% |
| 10Y | +111.2% | +91.7% | +19.5% | +87.7% |
| All | +2,670.5% | +5,287.0% | -2,616.5% | +1,870.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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