-22.9%
CCL vs MUB
+76.3%
-99.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | -0.9% | -4.2% | -3.9% |
| 30D | -20.3% | -1.4% | -18.9% | -18.7% |
| 3M | -15.1% | -2.2% | -13.0% | -12.4% |
| 6M | -15.1% | -1.9% | -13.2% | -12.5% |
| YTD | -21.8% | -0.8% | -21.0% | -20.5% |
| 1Y | -24.8% | +2.7% | -27.5% | -26.9% |
| 3Y | +51.9% | +8.6% | +43.3% | +37.4% |
| 5Y | +4.0% | +2.0% | +2.0% | +1.4% |
| 10Y | -42.2% | +17.9% | -60.1% | -46.4% |
| All | -22.9% | +76.3% | -99.2% | -33.5% |
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