+237.0%
CFG vs MUB
+21.2%
+215.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +0.3% | +1.0% | -0.8% | -0.6% |
| 30D | +3.2% | +3.9% | -0.6% | -0.1% |
| 3M | -9.7% | -0.4% | -9.3% | -9.4% |
| 6M | +3.6% | -0.6% | +4.2% | +4.2% |
| YTD | +14.7% | +0.4% | +14.3% | +14.3% |
| 1Y | +29.6% | +0.8% | +28.7% | +28.7% |
| 3Y | +190.6% | +11.3% | +179.2% | +162.2% |
| 5Y | +67.1% | +3.4% | +63.7% | +61.5% |
| 10Y | +237.0% | +21.9% | +215.1% | +382.7% |
| All | +237.0% | +21.2% | +215.8% | +382.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling