+180.8%
CEG vs MUB
+8.6%
+172.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.9% | +8.9% | +8.4% |
| 30D | +12.9% | -1.4% | +14.4% | +13.6% |
| 3M | +13.2% | -2.2% | +15.3% | +14.2% |
| 6M | -7.0% | -1.9% | -5.1% | -6.5% |
| YTD | -15.0% | -0.8% | -14.2% | -14.4% |
| 1Y | -2.7% | +2.7% | -5.5% | -1.5% |
| All | +180.8% | +8.6% | +172.2% | +172.7% |
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