-61.5%
CSGP vs MUB
+3.2%
-64.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -2.3% |
| 7D | +13.9% | +0.9% | +13.0% | +12.4% |
| 30D | +16.0% | +3.8% | +12.2% | +10.1% |
| 3M | +6.1% | -0.7% | +6.8% | +6.8% |
| 6M | -8.2% | -0.8% | -7.4% | -7.5% |
| YTD | -52.3% | 0.0% | -52.3% | -52.5% |
| 1Y | -54.5% | +0.6% | -55.1% | -55.1% |
| 3Y | -58.6% | +11.4% | -69.9% | -64.7% |
| 5Y | -61.5% | +3.1% | -64.6% | -66.8% |
| All | -61.5% | +3.2% | -64.7% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling