+17,087.0%
MO vs CNP
+1,888.5%
+15,198.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.4% | +2.5% | -2.0% | 0.0% |
| 30D | +8.9% | +4.0% | +4.8% | +8.1% |
| 3M | +23.0% | +1.6% | +21.3% | +22.5% |
| 6M | +15.0% | -1.7% | +16.6% | +15.3% |
| YTD | +41.7% | +8.6% | +33.1% | +39.6% |
| 1Y | +43.3% | +5.8% | +37.5% | +41.8% |
| 3Y | +143.2% | +63.0% | +80.2% | +121.9% |
| 5Y | +154.7% | +74.7% | +80.1% | +128.7% |
| 10Y | +151.0% | +143.7% | +7.3% | +107.7% |
| All | +17,087.0% | +1,888.5% | +15,198.5% | +7,021.3% |
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