+49.2%
CF vs MUB
+0.3%
+49.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +1.4% |
| 7D | +4.8% | +0.6% | +4.1% | +6.7% |
| 30D | +9.7% | +3.4% | +6.3% | +22.2% |
| 3M | +1.2% | -0.7% | +1.9% | -10.7% |
| 6M | +7.4% | -1.0% | +8.3% | -6.4% |
| YTD | +60.5% | 0.0% | +60.5% | +42.6% |
| All | +49.2% | +0.3% | +49.0% | +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 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