-53.9%
MUZ vs CPB
+9.4%
-63.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | -0.5% |
| 7D | -26.3% | -1.6% | -24.7% | -23.6% |
| 30D | +6.6% | +19.2% | -12.7% | -17.2% |
| 3M | -2.3% | -0.9% | -1.4% | +2.4% |
| All | -53.9% | +9.4% | -63.4% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling