+9.7%
CCI vs MGY
+210.8%
-201.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | +2.1% | +6.8% | -4.7% | +1.5% |
| 3M | -17.8% | +2.6% | -20.4% | -18.1% |
| 6M | -14.2% | -3.1% | -11.1% | -14.2% |
| YTD | -13.3% | +29.4% | -42.8% | -15.4% |
| 1Y | -16.6% | +22.3% | -38.9% | -18.3% |
| 3Y | -10.8% | +26.6% | -37.4% | -13.7% |
| 5Y | -50.3% | +92.1% | -142.4% | -53.9% |
| All | +9.7% | +210.8% | -201.1% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling