-14.6%
CRH vs MUB
+2.9%
-17.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | -1.7% | -0.9% | -0.8% | +1.6% |
| 30D | -5.4% | -1.4% | -3.9% | -0.1% |
| 3M | -11.2% | -2.2% | -9.0% | -3.6% |
| 6M | -15.8% | -1.9% | -14.0% | -10.1% |
| YTD | -23.6% | -0.8% | -22.9% | -18.6% |
| 1Y | -14.6% | +2.7% | -17.3% | -12.8% |
| All | -14.6% | +2.9% | -17.5% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling