+62.0%
CFG vs MUB
+3.5%
+58.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +1.1% | +4.4% | -3.3% | -1.0% |
| 3M | -12.0% | -0.2% | -11.8% | -12.0% |
| 6M | -2.2% | -0.6% | -1.6% | -2.0% |
| YTD | +11.4% | +0.3% | +11.1% | +11.3% |
| 1Y | +27.8% | +0.8% | +27.1% | +27.5% |
| 3Y | +173.3% | +12.0% | +161.3% | +157.0% |
| All | +62.0% | +3.5% | +58.5% | +7.2% |
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