+126.2%
CCJ vs MUB
+77.1%
+49.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | +5.0% | -0.8% | +5.9% | +5.5% |
| 30D | -16.7% | +2.4% | -19.1% | -17.7% |
| 3M | -27.5% | -1.1% | -26.4% | -27.1% |
| 6M | -38.6% | -1.0% | -37.6% | -38.3% |
| YTD | -21.5% | -0.3% | -21.2% | -21.3% |
| 1Y | -22.3% | 0.0% | -22.3% | -22.1% |
| 3Y | +69.9% | +10.2% | +59.7% | +63.4% |
| 5Y | +163.6% | +2.9% | +160.7% | +160.0% |
| 10Y | +782.3% | +21.9% | +760.3% | +735.0% |
| All | +126.2% | +77.1% | +49.1% | +72.0% |
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