+110.3%
MO vs CRL
+249.3%
-139.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | -1.0% | -6.9% | +5.9% | -0.4% |
| 30D | +5.8% | -3.2% | +9.0% | +6.0% |
| 3M | -4.5% | +46.5% | -51.1% | -7.7% |
| 6M | +5.7% | +63.1% | -57.4% | +0.8% |
| YTD | +23.1% | +36.9% | -13.7% | +19.1% |
| 1Y | +10.9% | +78.1% | -67.2% | +4.1% |
| 3Y | +96.1% | +36.7% | +59.5% | +85.1% |
| 5Y | +100.1% | -38.1% | +138.2% | +112.9% |
| All | +110.3% | +249.3% | -139.0% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling