+5,713.1%
MO vs CRL
+1,379.5%
+4,333.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +0.3% | -1.0% | +1.4% | +0.4% |
| 30D | +0.6% | +10.7% | -10.0% | -0.5% |
| 3M | -1.0% | +55.3% | -56.3% | -5.9% |
| 6M | +4.3% | +60.7% | -56.3% | -1.7% |
| YTD | +23.3% | +44.6% | -21.3% | +17.2% |
| 1Y | +10.5% | +77.7% | -67.3% | +2.1% |
| 3Y | +96.3% | +37.6% | +58.6% | +82.2% |
| 5Y | +98.9% | -35.8% | +134.7% | +101.1% |
| 10Y | +103.6% | +241.7% | -138.1% | +58.1% |
| All | +5,713.1% | +1,379.5% | +4,333.6% | +3,791.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling