-33.3%
CCI vs MAGS
+187.7%
-221.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.2% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | -17.8% | +5.6% | -23.4% | -17.6% |
| 6M | -14.2% | +12.3% | -26.5% | -13.8% |
| YTD | -13.3% | +5.1% | -18.4% | -13.2% |
| 1Y | -16.6% | +14.0% | -30.6% | -16.2% |
| 3Y | -10.8% | +129.4% | -140.2% | -18.2% |
| All | -33.3% | +187.7% | -221.0% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling