-49.3%
CCI vs MGY
+88.8%
-138.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | +2.2% | +5.3% | -3.0% | +1.7% |
| 3M | -16.9% | +2.6% | -19.5% | -17.2% |
| 6M | -11.5% | -3.3% | -8.3% | -11.6% |
| YTD | -12.8% | +29.2% | -42.1% | -15.1% |
| 1Y | -17.1% | +18.0% | -35.1% | -18.7% |
| 3Y | -9.6% | +30.0% | -39.7% | -13.5% |
| All | -49.3% | +88.8% | -138.1% | -50.6% |
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