+89.9%
CVE vs MUB
+59.4%
+30.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | +16.7% | -1.4% | +18.2% | +17.0% |
| 3M | +9.3% | -2.2% | +11.4% | +9.6% |
| 6M | +43.6% | -1.9% | +45.5% | +44.0% |
| YTD | +93.6% | -0.8% | +94.4% | +93.6% |
| 1Y | +98.8% | +2.7% | +96.0% | +97.2% |
| 3Y | +73.6% | +8.6% | +65.0% | +69.9% |
| 5Y | +312.5% | +2.0% | +310.4% | +309.4% |
| 10Y | +161.0% | +17.9% | +143.1% | +163.5% |
| All | +89.9% | +59.4% | +30.5% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling