+198.4%
CCL vs MAGS
+185.8%
+12.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | -0.3% | +3.0% | -3.3% | -2.8% |
| 30D | +10.3% | -7.3% | +17.6% | +17.7% |
| 3M | +6.6% | +1.7% | +4.9% | +4.9% |
| 6M | +20.0% | -0.4% | +20.4% | +20.1% |
| YTD | -1.9% | +4.4% | -6.3% | -5.6% |
| 1Y | +10.4% | +5.1% | +5.4% | +5.5% |
| 3Y | +134.8% | +122.6% | +12.2% | +18.2% |
| All | +198.4% | +185.8% | +12.7% | +25.6% |
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