+65.2%
CSGP vs MUB
+20.8%
+44.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | +1.3% | +0.7% | +0.6% | +0.4% |
| 30D | +10.7% | +4.4% | +6.3% | +5.3% |
| 3M | +3.3% | -0.2% | +3.4% | +3.5% |
| 6M | -10.3% | -0.6% | -9.7% | -9.7% |
| YTD | -54.6% | +0.3% | -54.9% | -54.8% |
| 1Y | -54.6% | +0.8% | -55.4% | -55.1% |
| 3Y | -60.3% | +12.0% | -72.4% | -65.3% |
| 5Y | -63.3% | +3.4% | -66.7% | -65.0% |
| All | +65.2% | +20.8% | +44.4% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling