+137.9%
CCL vs MAGS
+188.2%
-50.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.3% |
| 7D | -5.0% | +0.5% | -5.6% | -5.5% |
| 30D | -20.3% | +1.5% | -21.8% | -21.4% |
| 3M | -15.1% | +0.5% | -15.6% | -15.7% |
| 6M | -15.1% | +11.6% | -26.7% | -22.5% |
| YTD | -21.8% | +5.3% | -27.1% | -25.2% |
| 1Y | -24.8% | +14.9% | -39.7% | -33.7% |
| 3Y | +51.9% | +128.9% | -77.0% | -25.0% |
| All | +137.9% | +188.2% | -50.2% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling