+99.4%
CB vs MGY
+94.8%
+4.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | -3.1% | +6.8% | -9.9% | -3.8% |
| 3M | +4.2% | +2.6% | +1.6% | +3.7% |
| 6M | +4.7% | -3.1% | +7.8% | +4.7% |
| YTD | +8.8% | +29.4% | -20.6% | +4.6% |
| 1Y | +22.6% | +22.3% | +0.3% | +18.6% |
| 3Y | +70.6% | +26.6% | +44.1% | +61.9% |
| 5Y | +99.4% | +92.1% | +7.3% | +72.8% |
| All | +99.4% | +94.8% | +4.7% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling