+95.0%
MO vs CTVA
+74.2%
+20.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | -4.5% | +4.7% | +0.8% |
| 30D | +7.1% | +11.3% | -4.2% | +5.5% |
| 3M | -2.0% | +12.3% | -14.3% | -3.8% |
| 6M | +7.3% | +7.2% | +0.1% | +6.0% |
| YTD | +23.5% | +26.0% | -2.6% | +19.2% |
| 1Y | +11.0% | +16.0% | -5.0% | +8.2% |
| 3Y | +95.0% | +73.9% | +21.1% | +75.7% |
| All | +95.0% | +74.2% | +20.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling