+2,029.3%
CLS vs MUB
+22.3%
+2,007.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +6.0% |
| 7D | +23.5% | -0.8% | +24.4% | +25.3% |
| 30D | -28.9% | +2.4% | -31.4% | -32.4% |
| 3M | -25.2% | -1.1% | -24.1% | -23.9% |
| 6M | -32.1% | -1.0% | -31.1% | -30.9% |
| YTD | -14.1% | -0.3% | -13.8% | -13.5% |
| 1Y | -24.1% | 0.0% | -24.1% | -23.9% |
| 3Y | +897.0% | +10.2% | +886.8% | +719.1% |
| 5Y | +2,089.9% | +2.9% | +2,087.0% | +1,983.6% |
| All | +2,029.3% | +22.3% | +2,007.1% | +1,914.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling