+838.1%
CLS vs MUB
+9.9%
+828.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | +16.3% | -1.3% | +17.6% | +17.3% |
| 30D | -25.7% | +2.2% | -27.8% | -27.7% |
| 3M | -30.9% | -1.6% | -29.2% | -29.4% |
| 6M | -35.5% | -1.3% | -34.2% | -34.2% |
| YTD | -18.7% | -0.7% | -18.0% | -17.3% |
| 1Y | -17.9% | -0.2% | -17.7% | -16.6% |
| 3Y | +838.1% | +9.6% | +828.5% | +756.8% |
| All | +838.1% | +9.9% | +828.2% | +756.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling