+102.5%
CFG vs MUB
+2.2%
+100.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.9% |
| 30D | -3.8% | -1.4% | -2.4% | -3.2% |
| 3M | +11.5% | -2.2% | +13.6% | +12.6% |
| 6M | +19.2% | -1.9% | +21.1% | +20.2% |
| YTD | +23.7% | -0.8% | +24.5% | +24.3% |
| 1Y | +38.8% | +2.7% | +36.1% | +37.7% |
| 3Y | +178.9% | +8.6% | +170.3% | +164.5% |
| All | +102.5% | +2.2% | +100.3% | +34.5% |
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