+127.1%
MO vs CTVA
+211.9%
-84.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -2.4% | -5.8% | +3.4% | -1.0% |
| 30D | +3.6% | +11.1% | -7.5% | +1.1% |
| 3M | -3.7% | +13.2% | -16.9% | -6.8% |
| 6M | +4.5% | +8.7% | -4.2% | +2.1% |
| YTD | +21.5% | +27.3% | -5.8% | +14.2% |
| 1Y | +9.5% | +18.0% | -8.5% | +4.5% |
| 3Y | +93.6% | +76.5% | +17.1% | +64.0% |
| 5Y | +97.5% | +105.1% | -7.6% | +58.2% |
| All | +127.1% | +211.9% | -84.8% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling