+270.2%
CVS vs MUB
+76.5%
+193.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +6.6% | -1.3% | +7.8% | +6.7% |
| 30D | -0.4% | +2.2% | -2.6% | -0.8% |
| 3M | -5.3% | -1.6% | -3.6% | -5.0% |
| 6M | -7.7% | -1.3% | -6.4% | -7.5% |
| YTD | +16.0% | -0.7% | +16.7% | +16.1% |
| 1Y | +16.2% | -0.2% | +16.4% | +16.2% |
| 3Y | +47.6% | +9.6% | +37.9% | +45.0% |
| 5Y | +12.3% | +2.6% | +9.8% | +11.8% |
| 10Y | +62.4% | +21.5% | +40.9% | +60.5% |
| All | +270.2% | +76.5% | +193.7% | +261.0% |
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