+10.5%
MO vs CSGP
-64.9%
+75.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +0.6% | +2.3% | -1.7% | +0.5% |
| 3M | -1.0% | -8.2% | +7.2% | -1.4% |
| 6M | +4.3% | -35.1% | +39.4% | +2.9% |
| YTD | +23.3% | -54.0% | +77.3% | +23.0% |
| 1Y | +10.5% | -65.3% | +75.8% | +8.3% |
| All | +10.5% | -64.9% | +75.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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