+1,084.0%
CRS vs MUB
+76.3%
+1,007.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.2% | -0.9% | +0.6% | +0.5% |
| 30D | -16.6% | -1.4% | -15.2% | -15.6% |
| 3M | -3.5% | -2.2% | -1.3% | -1.5% |
| 6M | +15.4% | -1.9% | +17.3% | +17.6% |
| YTD | +51.2% | -0.8% | +52.0% | +52.6% |
| 1Y | +98.3% | +2.7% | +95.6% | +94.1% |
| 3Y | +651.5% | +8.6% | +643.0% | +598.4% |
| 5Y | +1,411.1% | +2.0% | +1,409.1% | +1,380.2% |
| 10Y | +1,424.3% | +17.9% | +1,406.4% | +1,292.1% |
| All | +1,084.0% | +76.3% | +1,007.8% | +738.9% |
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 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