+11.7%
CCI vs MAGS
+122.1%
-110.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.5% | +1.7% | +0.8% | +2.6% |
| 30D | +14.4% | -5.8% | +20.2% | +14.1% |
| 3M | +21.7% | +0.2% | +21.4% | +21.8% |
| 6M | +4.0% | -2.7% | +6.7% | +4.0% |
| YTD | +6.2% | +4.1% | +2.1% | +6.7% |
| 1Y | +5.4% | +7.5% | -2.1% | +6.2% |
| 3Y | +11.7% | +122.0% | -110.3% | +10.7% |
| All | +11.7% | +122.1% | -110.4% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling