+102.7%
MO vs CPNG
-49.8%
+152.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 6M | +7.3% | -19.4% | +26.7% | +7.5% |
| YTD | +23.5% | -35.9% | +59.4% | +23.9% |
| 1Y | +11.0% | -53.4% | +64.4% | +11.8% |
| 3Y | +95.0% | -20.0% | +115.0% | +94.0% |
| All | +102.7% | -49.8% | +152.5% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling