+110.3%
MO vs CNP
+137.1%
-26.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.8% |
| 7D | -1.0% | -2.2% | +1.1% | -0.3% |
| 30D | +5.8% | -2.1% | +7.8% | +6.5% |
| 3M | -4.5% | -7.9% | +3.4% | -2.0% |
| 6M | +5.7% | -8.3% | +14.1% | +8.7% |
| YTD | +23.1% | +3.8% | +19.3% | +21.8% |
| 1Y | +10.9% | +5.9% | +5.0% | +9.0% |
| 3Y | +96.1% | +49.3% | +46.9% | +72.0% |
| 5Y | +100.1% | +69.3% | +30.8% | +67.4% |
| All | +110.3% | +137.1% | -26.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling