+305.8%
CRH vs MUB
+74.1%
+231.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -4.8% | -1.2% | -3.5% | -4.1% |
| 30D | -13.1% | -2.8% | -10.3% | -11.8% |
| 3M | -12.0% | -3.1% | -8.9% | -10.5% |
| 6M | -16.9% | -2.9% | -14.0% | -15.5% |
| YTD | -29.0% | -2.0% | -26.9% | -28.1% |
| 1Y | -20.3% | 0.0% | -20.3% | -20.1% |
| 3Y | +69.2% | +7.4% | +61.8% | +64.3% |
| 5Y | +94.6% | +0.8% | +93.9% | +92.7% |
| 10Y | +250.3% | +16.7% | +233.6% | +246.7% |
| All | +305.8% | +74.1% | +231.7% | +330.8% |
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