+141.6%
MO vs CNH
+35.8%
+105.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -0.8% | +6.7% | -7.5% | -1.1% |
| 30D | +8.0% | +7.2% | +0.8% | +7.5% |
| 3M | +20.9% | +17.5% | +3.4% | +19.6% |
| 6M | +16.3% | +15.0% | +1.4% | +15.1% |
| YTD | +40.7% | +36.8% | +3.9% | +38.1% |
| 1Y | +41.5% | +27.6% | +13.8% | +39.2% |
| All | +141.6% | +35.8% | +105.8% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling