+130.2%
CCL vs MAGS
+190.0%
-59.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -3.2% | +0.6% | -3.9% | -3.8% |
| 30D | -17.8% | +3.2% | -21.0% | -20.0% |
| 3M | -18.7% | +7.7% | -26.3% | -23.9% |
| 6M | -11.4% | +12.5% | -23.9% | -19.7% |
| YTD | -24.3% | +6.0% | -30.3% | -28.0% |
| 1Y | -28.8% | +14.4% | -43.2% | -37.0% |
| 3Y | +49.3% | +127.5% | -78.2% | -25.7% |
| All | +130.2% | +190.0% | -59.8% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling