+5,114.5%
CLS vs MUB
+76.3%
+5,038.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.9% | +5.4% | +5.3% |
| 30D | -13.9% | -1.4% | -12.5% | -12.9% |
| 3M | -26.6% | -2.2% | -24.4% | -25.2% |
| 6M | +15.4% | -1.9% | +17.3% | +17.4% |
| YTD | +5.7% | -0.8% | +6.4% | +6.6% |
| 1Y | +41.1% | +2.7% | +38.4% | +38.9% |
| 3Y | +1,228.6% | +8.6% | +1,220.0% | +1,150.4% |
| 5Y | +3,240.6% | +2.0% | +3,238.6% | +3,182.8% |
| 10Y | +2,760.3% | +17.9% | +2,742.4% | +2,631.0% |
| All | +5,114.5% | +76.3% | +5,038.2% | +5,017.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling