+5.4%
CCI vs MAGS
+5.6%
-0.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | +14.4% | -5.8% | +20.2% | +14.9% |
| 3M | +21.7% | +0.2% | +21.4% | +21.8% |
| 6M | +4.0% | -2.7% | +6.7% | +4.9% |
| YTD | +6.2% | +4.1% | +2.1% | +5.9% |
| 1Y | +5.4% | +7.5% | -2.1% | +5.7% |
| All | +5.4% | +5.6% | -0.2% | +5.7% |
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