+45.2%
MO vs CNP
+6.8%
+38.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +3.3% | +1.3% | +2.0% | +2.6% |
| 30D | +7.5% | +3.8% | +3.7% | +5.2% |
| 3M | +22.8% | +2.4% | +20.4% | +21.1% |
| 6M | +13.4% | -1.2% | +14.5% | +14.4% |
| YTD | +43.0% | +9.3% | +33.7% | +38.5% |
| 1Y | +45.2% | +6.4% | +38.8% | +40.1% |
| All | +45.2% | +6.8% | +38.4% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling