-58.4%
CSGP vs MUB
+11.5%
-69.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -2.3% |
| 7D | +13.9% | +0.9% | +13.0% | +12.2% |
| 30D | +16.0% | +3.8% | +12.2% | +9.8% |
| 3M | +6.1% | -0.7% | +6.8% | +6.3% |
| 6M | -8.2% | -0.8% | -7.4% | -8.0% |
| YTD | -52.3% | 0.0% | -52.3% | -52.7% |
| 1Y | -54.5% | +0.6% | -55.1% | -55.3% |
| All | -58.4% | +11.5% | -69.9% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling