+110.9%
MO vs CPRT
+380.0%
-269.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | +0.1% | -11.2% | +11.3% | +2.4% |
| 30D | +7.1% | +3.3% | +3.8% | +6.2% |
| 3M | -2.0% | -3.6% | +1.6% | -1.6% |
| 6M | +7.3% | -15.8% | +23.1% | +10.3% |
| YTD | +23.5% | -23.5% | +47.0% | +29.1% |
| 1Y | +11.0% | -38.8% | +49.8% | +21.3% |
| 3Y | +95.0% | -33.4% | +128.4% | +105.8% |
| 5Y | +100.6% | -16.4% | +117.0% | +97.1% |
| All | +110.9% | +380.0% | -269.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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