+134.5%
CVE vs MUB
+20.5%
+114.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | +0.7% | -16.8% | -16.5% |
| 30D | -10.4% | +4.4% | -14.7% | -12.6% |
| 3M | -2.4% | -0.4% | -1.9% | -2.1% |
| 6M | -4.4% | -0.9% | -3.5% | -4.0% |
| YTD | +64.9% | +0.1% | +64.9% | +64.3% |
| 1Y | +66.0% | +0.5% | +65.5% | +64.9% |
| 3Y | +57.7% | +11.7% | +45.9% | +43.6% |
| 5Y | +144.7% | +3.2% | +141.6% | +140.0% |
| All | +134.5% | +20.5% | +114.0% | +153.5% |
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