+3,269.5%
CLS vs MUB
+2.2%
+3,267.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.9% | +5.4% | +5.6% |
| 30D | -13.9% | -1.4% | -12.5% | -12.4% |
| 3M | -26.6% | -2.2% | -24.4% | -24.6% |
| 6M | +15.4% | -1.9% | +17.3% | +18.1% |
| YTD | +5.7% | -0.8% | +6.4% | +7.2% |
| 1Y | +41.1% | +2.7% | +38.4% | +39.6% |
| 3Y | +1,228.6% | +8.6% | +1,220.0% | +1,125.6% |
| All | +3,269.5% | +2.2% | +3,267.3% | +2,743.5% |
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