+3,350.4%
CLS vs MUB
+78.3%
+3,272.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -22.2% | +0.7% | -22.9% | -22.6% |
| 30D | -44.4% | +4.4% | -48.7% | -46.3% |
| 3M | -34.3% | -0.2% | -34.1% | -34.3% |
| 6M | -50.1% | -0.6% | -49.5% | -49.8% |
| YTD | -30.1% | +0.3% | -30.4% | -30.2% |
| 1Y | -39.3% | +0.8% | -40.1% | -39.6% |
| 3Y | +732.7% | +12.0% | +720.7% | +664.6% |
| 5Y | +1,777.2% | +3.4% | +1,773.8% | +1,723.2% |
| 10Y | +1,645.6% | +20.7% | +1,624.9% | +1,551.7% |
| All | +3,350.4% | +78.3% | +3,272.1% | +3,252.4% |
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 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