-29.6%
CLS vs MUB
+0.1%
-29.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.5% | -9.9% |
| 7D | -21.1% | +0.6% | -21.7% | -22.1% |
| 30D | -38.2% | +3.2% | -41.4% | -43.8% |
| 3M | -36.3% | -1.1% | -35.3% | -28.7% |
| 6M | -43.8% | -1.1% | -42.7% | -36.6% |
| YTD | -20.0% | -0.5% | -19.6% | -10.3% |
| 1Y | -29.6% | 0.0% | -29.6% | -21.4% |
| All | -29.6% | +0.1% | -29.7% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling