+409.2%
MO vs CNH
+42.8%
+366.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | -0.8% | +6.7% | -7.5% | -2.0% |
| 30D | +8.0% | +7.2% | +0.8% | +6.5% |
| 3M | +20.9% | +17.5% | +3.4% | +16.8% |
| 6M | +16.3% | +15.0% | +1.4% | +12.4% |
| YTD | +40.7% | +36.8% | +3.9% | +31.1% |
| 1Y | +41.5% | +27.6% | +13.8% | +33.3% |
| 3Y | +141.5% | +34.3% | +107.2% | +119.3% |
| 5Y | +153.1% | -12.2% | +165.3% | +144.8% |
| 10Y | +149.3% | +113.9% | +35.4% | +94.4% |
| All | +409.2% | +42.8% | +366.4% | +307.1% |
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