-0.8%
CRM vs MUB
+1.2%
-2.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.4% |
| 7D | -4.4% | -0.8% | -3.6% | -3.5% |
| 30D | +28.1% | -2.4% | +30.5% | +31.9% |
| 3M | +48.8% | -2.8% | +51.7% | +54.0% |
| 6M | +28.3% | -2.2% | +30.5% | +31.7% |
| YTD | -6.0% | -1.6% | -4.4% | -4.1% |
| 1Y | +1.4% | 0.0% | +1.4% | +1.5% |
| 3Y | +11.8% | +7.9% | +4.0% | 0.0% |
| All | -0.8% | +1.2% | -2.0% | -14.9% |
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