+34.8%
CF vs MUB
+0.1%
+34.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -3.0% |
| 7D | -6.9% | +0.6% | -7.4% | -5.2% |
| 30D | -3.7% | +3.2% | -6.9% | +6.8% |
| 3M | -5.0% | -1.1% | -3.9% | -16.8% |
| 6M | -10.5% | -1.1% | -9.3% | -21.4% |
| YTD | +46.5% | -0.5% | +47.0% | +29.6% |
| 1Y | +34.8% | 0.0% | +34.9% | +21.4% |
| All | +34.8% | +0.1% | +34.7% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling