+14,875.9%
MO vs CRH
+6,046.1%
+8,829.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.1% | -6.1% | +6.2% | +0.8% |
| 30D | +7.1% | -9.3% | +16.4% | +8.3% |
| 3M | -2.0% | -15.2% | +13.2% | -0.3% |
| 6M | +7.3% | -14.2% | +21.5% | +8.7% |
| YTD | +23.5% | -28.3% | +51.7% | +27.4% |
| 1Y | +11.0% | -21.8% | +32.8% | +13.3% |
| 3Y | +95.0% | +71.6% | +23.4% | +79.4% |
| 5Y | +100.6% | +96.6% | +4.0% | +79.9% |
| 10Y | +114.5% | +253.8% | -139.3% | +78.0% |
| All | +14,875.9% | +6,046.1% | +8,829.8% | +9,636.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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