+33.7%
CFG vs MUB
+0.1%
+33.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +1.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.0% |
| 30D | +3.3% | +3.2% | +0.1% | -0.8% |
| 3M | -9.8% | -1.1% | -8.8% | -7.4% |
| 6M | +5.2% | -1.1% | +6.3% | +8.5% |
| YTD | +16.1% | -0.5% | +16.6% | +19.5% |
| 1Y | +33.7% | 0.0% | +33.7% | +37.8% |
| All | +33.7% | +0.1% | +33.6% | +37.8% |
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