+119.9%
MO vs CPNG
-76.2%
+196.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.3% |
| 7D | +0.1% | -1.1% | +1.3% | +0.1% |
| 30D | +7.1% | -7.4% | +14.5% | +7.1% |
| 3M | -2.0% | -12.3% | +10.4% | -2.0% |
| 6M | +7.3% | -19.4% | +26.7% | +7.4% |
| YTD | +23.5% | -35.9% | +59.4% | +23.7% |
| 1Y | +11.0% | -53.4% | +64.4% | +11.5% |
| 3Y | +95.0% | -20.0% | +115.0% | +94.2% |
| 5Y | +100.6% | -49.6% | +150.2% | +97.7% |
| All | +119.9% | -76.2% | +196.1% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling