+9.5%
MO vs CP
+19.4%
-9.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +3.6% | -0.5% | +4.1% | +3.4% |
| 3M | -3.7% | +0.1% | -3.8% | -3.9% |
| 6M | +4.5% | +7.8% | -3.3% | +3.9% |
| YTD | +21.5% | +22.9% | -1.3% | +21.3% |
| 1Y | +9.5% | +21.3% | -11.8% | +9.4% |
| All | +9.5% | +19.4% | -9.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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