+9.5%
MO vs CNH
+22.6%
-13.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.5% |
| 30D | +3.6% | +32.6% | -29.0% | +1.6% |
| 3M | -3.7% | +29.4% | -33.1% | -5.4% |
| 6M | +4.5% | +26.0% | -21.5% | +2.6% |
| YTD | +21.5% | +52.2% | -30.7% | +20.1% |
| 1Y | +9.5% | +23.9% | -14.3% | +5.0% |
| All | +9.5% | +22.6% | -13.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling