+61.5%
CF vs MUB
+11.6%
+49.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.2% | +0.7% | -3.9% | -2.7% |
| 30D | +4.3% | +4.4% | 0.0% | +7.4% |
| 3M | +2.8% | -0.4% | +3.2% | +1.8% |
| 6M | +0.6% | -0.9% | +1.5% | -0.5% |
| YTD | +56.6% | +0.1% | +56.6% | +55.1% |
| 1Y | +49.6% | +0.5% | +49.1% | +48.0% |
| 3Y | +61.5% | +11.7% | +49.8% | +58.2% |
| All | +61.5% | +11.6% | +49.9% | +58.2% |
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