+97.2%
MO vs CNH
+7.1%
+90.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.4% |
| 7D | -2.0% | +8.8% | -10.8% | -2.9% |
| 30D | -0.3% | +24.7% | -24.9% | -2.7% |
| 3M | -2.9% | +27.3% | -30.3% | -5.7% |
| 6M | +5.8% | +23.2% | -17.4% | +2.9% |
| YTD | +22.0% | +48.9% | -26.9% | +16.0% |
| 1Y | +10.7% | +19.4% | -8.7% | +7.8% |
| 3Y | +94.4% | +7.8% | +86.6% | +89.7% |
| 5Y | +97.2% | +8.7% | +88.5% | +86.7% |
| All | +97.2% | +7.1% | +90.1% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling