+155.7%
MO vs CRL
+350.3%
-194.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.5% | +11.9% | -4.4% | +6.4% |
| 3M | +22.8% | +20.2% | +2.6% | +20.6% |
| 6M | +13.4% | +107.5% | -94.2% | +6.1% |
| YTD | +43.0% | +69.4% | -26.4% | +35.7% |
| 1Y | +45.2% | +99.7% | -54.5% | +35.4% |
| 3Y | +145.5% | +98.8% | +46.8% | +122.0% |
| 5Y | +157.1% | -12.4% | +169.5% | +162.1% |
| All | +155.7% | +350.3% | -194.6% | +85.3% |
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