-4.5%
CRS vs MUB
+0.1%
-4.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +4.3% | +0.6% | +3.7% | +3.8% |
| 30D | -25.5% | +3.2% | -28.7% | -29.0% |
| 3M | -48.7% | -1.1% | -47.7% | -44.1% |
| 6M | -31.6% | -1.1% | -30.5% | -24.9% |
| YTD | -7.0% | -0.5% | -6.6% | +3.4% |
| 1Y | -4.5% | 0.0% | -4.5% | +7.9% |
| All | -4.5% | +0.1% | -4.6% | +7.9% |
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 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