-41.7%
CCL vs MUB
+17.4%
-59.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -0.6% |
| 7D | -4.4% | -0.7% | -3.7% | -2.2% |
| 30D | -18.2% | -2.0% | -16.2% | -13.0% |
| 3M | -17.7% | -2.5% | -15.2% | -10.6% |
| 6M | -13.0% | -2.3% | -10.7% | -5.5% |
| YTD | -24.5% | -1.3% | -23.2% | -20.4% |
| 1Y | -26.9% | +1.1% | -28.1% | -28.4% |
| 3Y | +50.8% | +8.2% | +42.5% | +18.0% |
| 5Y | -0.9% | +1.5% | -2.4% | -3.7% |
| 10Y | -41.7% | +17.6% | -59.2% | -40.0% |
| All | -41.7% | +17.4% | -59.1% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling