+129.7%
CCL vs MAGS
+187.7%
-57.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.5% |
| 7D | -4.4% | +0.8% | -5.2% | -5.1% |
| 30D | -18.2% | +0.4% | -18.6% | -18.6% |
| 3M | -17.7% | +5.6% | -23.3% | -21.6% |
| 6M | -13.0% | +12.3% | -25.3% | -21.1% |
| YTD | -24.5% | +5.1% | -29.6% | -27.7% |
| 1Y | -26.9% | +14.0% | -40.9% | -35.1% |
| 3Y | +50.8% | +129.4% | -78.6% | -25.6% |
| All | +129.7% | +187.7% | -57.9% | -3.7% |
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 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