+220.7%
CF vs MUB
+2.2%
+218.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +6.0% | -0.9% | +6.9% | +5.4% |
| 30D | +14.8% | -1.4% | +16.3% | +13.8% |
| 3M | +14.1% | -2.2% | +16.2% | +12.5% |
| 6M | +28.5% | -1.9% | +30.4% | +27.5% |
| YTD | +74.9% | -0.8% | +75.7% | +73.9% |
| 1Y | +61.7% | +2.7% | +58.9% | +61.6% |
| 3Y | +80.3% | +8.6% | +71.7% | +84.1% |
| All | +220.7% | +2.2% | +218.6% | +173.0% |
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