+268.8%
CVS vs MUB
+77.6%
+191.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +4.0% | +3.4% | +0.6% | +3.5% |
| 3M | -6.3% | -0.7% | -5.6% | -6.2% |
| 6M | -0.4% | -1.0% | +0.6% | -0.2% |
| YTD | +15.6% | 0.0% | +15.6% | +15.6% |
| 1Y | +18.3% | +0.4% | +17.9% | +18.2% |
| 3Y | +47.3% | +10.5% | +36.8% | +44.5% |
| 5Y | +13.2% | +3.1% | +10.1% | +12.6% |
| 10Y | +57.2% | +22.0% | +35.1% | +55.2% |
| All | +268.8% | +77.6% | +191.1% | +259.4% |
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