+308.6%
CFG vs MUB
+17.9%
+290.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -3.7% | -1.5% | -2.1% | -2.4% |
| 3M | +9.5% | -1.9% | +11.4% | +11.3% |
| 6M | +22.2% | -1.7% | +24.0% | +24.1% |
| YTD | +22.3% | -0.8% | +23.1% | +23.2% |
| 1Y | +39.4% | +1.5% | +38.0% | +37.8% |
| 3Y | +188.5% | +8.8% | +179.7% | +166.5% |
| 5Y | +101.5% | +2.0% | +99.5% | +97.3% |
| 10Y | +308.6% | +18.0% | +290.7% | +417.8% |
| All | +308.6% | +17.9% | +290.8% | +417.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling