+155.5%
MO vs CPB
-33.2%
+188.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.1% |
| 7D | +3.3% | -1.6% | +4.9% | +3.7% |
| 30D | +7.5% | +19.2% | -11.7% | +2.6% |
| 3M | +22.8% | -1.0% | +23.7% | +22.6% |
| 6M | +13.4% | +15.2% | -1.9% | +8.9% |
| YTD | +43.0% | -13.1% | +56.1% | +46.6% |
| 1Y | +45.2% | -22.4% | +67.7% | +53.1% |
| 3Y | +145.5% | -35.3% | +180.9% | +168.7% |
| All | +155.5% | -33.2% | +188.7% | +163.5% |
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