+88.6%
CHRW vs MUB
+2.2%
+86.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +0.9% | -1.5% | +2.5% | +1.9% |
| 3M | -19.9% | -1.9% | -17.9% | -18.9% |
| 6M | -15.8% | -1.7% | -14.1% | -14.9% |
| YTD | -5.6% | -0.8% | -4.8% | -5.1% |
| 1Y | +21.0% | +1.5% | +19.6% | +20.0% |
| 3Y | +86.0% | +8.8% | +77.3% | +76.2% |
| 5Y | +88.6% | +2.0% | +86.6% | +81.0% |
| All | +88.6% | +2.2% | +86.4% | +81.0% |
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 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