+135.5%
CVE vs MUB
+21.7%
+113.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -10.0% | +0.6% | -10.6% | -10.3% |
| 30D | -11.9% | +3.4% | -15.3% | -13.6% |
| 3M | -5.9% | -0.7% | -5.3% | -5.6% |
| 6M | -1.6% | -1.0% | -0.6% | -1.1% |
| YTD | +66.3% | 0.0% | +66.3% | +65.7% |
| 1Y | +57.5% | +0.4% | +57.1% | +56.5% |
| 3Y | +65.4% | +10.5% | +54.9% | +51.9% |
| 5Y | +144.2% | +3.1% | +141.1% | +139.5% |
| 10Y | +135.5% | +22.0% | +113.5% | +149.7% |
| All | +135.5% | +21.7% | +113.8% | +149.7% |
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