+27.2%
CB vs MAGS
+3.4%
+23.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +3.0% | -3.0% | +0.7% |
| 30D | +7.4% | -7.3% | +14.7% | +5.6% |
| 3M | +8.6% | +1.7% | +6.9% | +9.1% |
| 6M | +16.1% | -0.4% | +16.5% | +16.3% |
| YTD | +20.2% | +4.4% | +15.8% | +18.6% |
| 1Y | +27.2% | +5.1% | +22.1% | +25.9% |
| All | +27.2% | +3.4% | +23.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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 · 6 months rolling