+297.9%
CVS vs MUB
+76.3%
+221.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -0.9% | +4.8% | +4.1% |
| 30D | -2.4% | -1.4% | -1.0% | -2.2% |
| 3M | +2.7% | -2.2% | +4.8% | +3.0% |
| 6M | +21.9% | -1.9% | +23.8% | +22.2% |
| YTD | +24.7% | -0.8% | +25.5% | +24.9% |
| 1Y | +35.4% | +2.7% | +32.7% | +34.9% |
| 3Y | +65.2% | +8.6% | +56.6% | +62.6% |
| 5Y | +30.5% | +2.0% | +28.5% | +30.1% |
| 10Y | +40.4% | +17.9% | +22.4% | +38.6% |
| All | +297.9% | +76.3% | +221.7% | +288.2% |
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