+129.7%
CCJ vs MUB
+77.6%
+52.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -17.2% | +3.4% | -20.7% | -18.6% |
| 3M | -25.1% | -0.7% | -24.4% | -24.9% |
| 6M | -37.6% | -1.0% | -36.6% | -37.3% |
| YTD | -20.4% | 0.0% | -20.3% | -20.2% |
| 1Y | -22.5% | +0.4% | -22.9% | -22.5% |
| 3Y | +72.5% | +10.5% | +62.0% | +65.6% |
| 5Y | +179.9% | +3.1% | +176.8% | +175.8% |
| 10Y | +772.6% | +22.0% | +750.6% | +725.0% |
| All | +129.7% | +77.6% | +52.0% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling