+97.5%
MO vs CPB
-38.1%
+135.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.4% | -8.0% | +5.6% | -0.3% |
| 30D | +3.6% | -2.4% | +6.0% | +4.1% |
| 3M | -3.7% | +0.5% | -4.3% | -4.0% |
| 6M | +4.5% | -10.5% | +15.0% | +7.0% |
| YTD | +21.5% | -17.5% | +39.0% | +26.7% |
| 1Y | +9.5% | -31.0% | +40.6% | +19.5% |
| 3Y | +93.6% | -40.6% | +134.2% | +118.3% |
| 5Y | +97.5% | -37.7% | +135.2% | +112.4% |
| All | +97.5% | -38.1% | +135.6% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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