+2.6%
MUB vs CLBK
+27.8%
-25.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.3% |
| 30D | +2.2% | +3.4% | -1.2% | +2.1% |
| 3M | -1.6% | -4.3% | +2.7% | -1.6% |
| 6M | -1.3% | +28.4% | -29.6% | -1.5% |
| YTD | -0.7% | +59.4% | -60.1% | -1.0% |
| 1Y | -0.2% | +64.8% | -65.0% | -0.5% |
| 3Y | +9.6% | +50.6% | -41.0% | +9.2% |
| All | +2.6% | +27.8% | -25.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling