+362.4%
CFG vs MUB
+27.9%
+334.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +2.0% |
| 30D | -3.8% | -1.4% | -2.4% | -3.1% |
| 3M | +11.5% | -2.2% | +13.6% | +12.9% |
| 6M | +19.2% | -1.9% | +21.1% | +20.5% |
| YTD | +23.7% | -0.8% | +24.5% | +24.3% |
| 1Y | +38.8% | +2.7% | +36.1% | +36.9% |
| 3Y | +178.9% | +8.6% | +170.3% | +164.9% |
| 5Y | +101.8% | +2.0% | +99.7% | +97.7% |
| 10Y | +317.3% | +17.9% | +299.3% | +435.9% |
| All | +362.4% | +27.9% | +334.5% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling