+45.3%
MO vs CRL
+85.3%
-40.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +0.8% |
| 7D | +6.9% | -12.8% | +19.6% | +5.7% |
| 30D | +14.9% | +5.0% | +9.9% | +15.5% |
| 3M | +16.4% | +39.4% | -22.9% | +19.8% |
| 6M | +9.6% | +89.4% | -79.8% | +16.6% |
| YTD | +41.8% | +63.6% | -21.7% | +50.1% |
| 1Y | +45.3% | +83.5% | -38.1% | +52.7% |
| All | +45.3% | +85.3% | -40.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling