+94.1%
CRH vs MUB
+1.2%
+93.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.3% |
| 7D | -6.1% | -0.8% | -5.2% | -4.8% |
| 30D | -9.3% | -2.4% | -6.9% | -5.7% |
| 3M | -15.2% | -2.8% | -12.3% | -11.2% |
| 6M | -14.2% | -2.2% | -12.0% | -10.8% |
| YTD | -28.3% | -1.6% | -26.7% | -26.0% |
| 1Y | -21.8% | 0.0% | -21.8% | -21.0% |
| 3Y | +71.6% | +7.9% | +63.7% | +54.5% |
| All | +94.1% | +1.2% | +93.0% | +60.0% |
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