+17,245.8%
MO vs CNP
+1,900.2%
+15,345.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | +7.5% | +3.8% | +3.7% | +6.8% |
| 3M | +22.8% | +2.4% | +20.4% | +22.2% |
| 6M | +13.4% | -1.2% | +14.5% | +13.6% |
| YTD | +43.0% | +9.3% | +33.7% | +40.7% |
| 1Y | +45.2% | +6.4% | +38.8% | +43.5% |
| 3Y | +145.5% | +66.4% | +79.2% | +123.2% |
| 5Y | +157.1% | +75.7% | +81.4% | +130.6% |
| 10Y | +153.3% | +145.1% | +8.2% | +109.4% |
| All | +17,245.8% | +1,900.2% | +15,345.6% | +7,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling