-42.6%
CAG vs MUB
+0.7%
-43.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | -5.9% | -1.2% | -4.7% | -5.0% |
| 30D | -1.5% | -2.8% | +1.2% | +0.6% |
| 3M | +11.5% | -3.1% | +14.5% | +14.2% |
| 6M | -15.7% | -2.9% | -12.8% | -13.7% |
| YTD | -10.2% | -2.0% | -8.2% | -8.7% |
| 1Y | -18.1% | 0.0% | -18.0% | -17.9% |
| 3Y | -39.4% | +7.4% | -46.8% | -41.6% |
| 5Y | -42.6% | +0.8% | -43.4% | -47.4% |
| All | -42.6% | +0.7% | -43.3% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling