+412.7%
MO vs CNH
+36.9%
+375.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +1.4% |
| 7D | +0.4% | +6.4% | -6.0% | -0.8% |
| 30D | +8.9% | -1.6% | +10.5% | +9.0% |
| 3M | +23.0% | +11.6% | +11.4% | +19.8% |
| 6M | +15.0% | +12.5% | +2.4% | +11.4% |
| YTD | +41.7% | +31.1% | +10.6% | +32.9% |
| 1Y | +43.3% | +17.0% | +26.3% | +37.0% |
| 3Y | +143.2% | +28.7% | +114.4% | +122.3% |
| 5Y | +154.7% | -17.4% | +172.1% | +149.0% |
| 10Y | +151.0% | +105.0% | +46.0% | +97.1% |
| All | +412.7% | +36.9% | +375.8% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling