+97.5%
MO vs CNP
+70.6%
+26.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | +3.6% | -0.1% | +3.6% | +3.6% |
| 3M | -3.7% | -5.6% | +1.9% | -1.7% |
| 6M | +4.5% | -7.5% | +12.0% | +7.4% |
| YTD | +21.5% | +5.5% | +16.0% | +19.7% |
| 1Y | +9.5% | +8.3% | +1.2% | +6.8% |
| 3Y | +93.6% | +51.8% | +41.8% | +68.3% |
| 5Y | +97.5% | +69.9% | +27.6% | +62.5% |
| All | +97.5% | +70.6% | +26.9% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling