+110.9%
CF vs MUB
+2.5%
+108.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | +4.8% | -1.3% | +6.0% | +4.0% |
| 30D | +4.7% | +2.2% | +2.5% | +6.0% |
| 3M | +7.4% | -1.6% | +9.0% | +6.1% |
| 6M | +0.6% | -1.3% | +1.9% | -0.3% |
| YTD | +64.1% | -0.7% | +64.8% | +62.9% |
| 1Y | +51.4% | -0.2% | +51.6% | +50.4% |
| 3Y | +67.8% | +9.6% | +58.2% | +71.2% |
| All | +110.9% | +2.5% | +108.4% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling