+14,854.2%
MO vs CNP
+1,826.3%
+13,027.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +0.6% | -1.8% | +2.5% | +1.0% |
| 3M | -1.0% | -4.6% | +3.7% | -0.1% |
| 6M | +4.3% | -8.8% | +13.2% | +6.2% |
| YTD | +23.3% | +5.2% | +18.0% | +22.2% |
| 1Y | +10.5% | +8.3% | +2.1% | +8.9% |
| 3Y | +96.3% | +54.9% | +41.4% | +80.7% |
| 5Y | +98.9% | +73.5% | +25.4% | +78.9% |
| 10Y | +103.6% | +139.1% | -35.5% | +69.2% |
| All | +14,854.2% | +1,826.3% | +13,027.8% | +6,136.1% |
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 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