+172.5%
CB vs MGY
+209.8%
-37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -2.4% | +6.5% | -8.9% | -3.5% |
| 3M | +2.8% | +0.3% | +2.4% | +2.3% |
| 6M | +4.8% | -2.4% | +7.1% | +4.5% |
| YTD | +9.2% | +29.0% | -19.8% | +3.4% |
| 1Y | +22.8% | +17.0% | +5.8% | +18.1% |
| 3Y | +71.1% | +26.2% | +45.0% | +59.1% |
| 5Y | +101.0% | +92.3% | +8.7% | +65.1% |
| All | +172.5% | +209.8% | -37.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling