+626.7%
CRS vs MUB
+76.5%
+550.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +4.8% | -1.3% | +6.0% | +6.0% |
| 30D | -23.2% | +2.2% | -25.4% | -24.7% |
| 3M | -45.5% | -1.6% | -43.9% | -44.8% |
| 6M | -33.1% | -1.3% | -31.8% | -32.4% |
| YTD | -7.2% | -0.7% | -6.5% | -6.6% |
| 1Y | -10.0% | -0.2% | -9.8% | -9.8% |
| 3Y | +332.3% | +9.6% | +322.7% | +297.8% |
| 5Y | +801.9% | +2.6% | +799.3% | +778.2% |
| 10Y | +820.9% | +21.5% | +799.5% | +733.9% |
| All | +626.7% | +76.5% | +550.2% | +413.6% |
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