-57.4%
MUZ vs CPB
+7.2%
-64.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.2% | -22.6% | -21.7% |
| 7D | -17.7% | -4.1% | -13.6% | -10.2% |
| 30D | +14.5% | +16.9% | -2.5% | -7.9% |
| 3M | -25.7% | -0.6% | -25.2% | -24.1% |
| All | -57.4% | +7.2% | -64.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · Available span rolling