+4,562.1%
MO vs CNI
+6,457.9%
-1,895.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | +5.8% | -3.5% | +9.3% | +6.6% |
| 3M | -4.5% | +2.2% | -6.7% | -5.0% |
| 6M | +5.7% | +15.1% | -9.4% | +2.3% |
| YTD | +23.1% | +24.7% | -1.6% | +16.7% |
| 1Y | +10.9% | +33.4% | -22.5% | +3.5% |
| 3Y | +96.1% | +19.5% | +76.6% | +85.5% |
| 5Y | +100.1% | +12.6% | +87.5% | +90.1% |
| 10Y | +114.0% | +134.7% | -20.7% | +70.6% |
| All | +4,562.1% | +6,457.9% | -1,895.7% | +1,709.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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