+109.5%
CF vs MUB
+3.4%
+106.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | +1.0% | -1.9% | -0.3% |
| 30D | +6.9% | +3.9% | +3.1% | +9.3% |
| 3M | +4.8% | -0.4% | +5.2% | +4.3% |
| 6M | +4.7% | -0.6% | +5.2% | +4.1% |
| YTD | +56.5% | +0.4% | +56.1% | +56.3% |
| 1Y | +48.4% | +0.8% | +47.6% | +48.3% |
| 3Y | +59.1% | +11.3% | +47.8% | +63.7% |
| 5Y | +109.5% | +3.4% | +106.1% | +98.4% |
| All | +109.5% | +3.4% | +106.1% | +98.4% |
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 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