+116.4%
MO vs CPNG
-76.8%
+193.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.4% | -7.6% | +5.2% | -2.4% |
| 30D | +3.6% | -8.8% | +12.4% | +3.5% |
| 3M | -3.7% | -7.2% | +3.5% | -3.7% |
| 6M | +4.5% | -21.5% | +26.0% | +4.6% |
| YTD | +21.5% | -37.4% | +58.9% | +21.8% |
| 1Y | +9.5% | -54.3% | +63.9% | +10.0% |
| 3Y | +93.6% | -20.3% | +113.9% | +92.7% |
| 5Y | +97.5% | -51.2% | +148.7% | +94.5% |
| All | +116.4% | -76.8% | +193.1% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling