+104.3%
CEG vs MUB
+11.9%
+92.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -16.6% | +4.4% | -20.9% | -17.9% |
| 3M | -4.1% | -0.2% | -4.0% | -3.6% |
| 6M | -22.3% | -0.6% | -21.7% | -21.8% |
| YTD | -28.9% | +0.3% | -29.3% | -28.4% |
| 1Y | -28.5% | +0.8% | -29.2% | -27.8% |
| 3Y | +104.3% | +12.0% | +92.3% | +95.4% |
| All | +104.3% | +11.9% | +92.4% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling