+47.5%
CCL vs MGY
+24.9%
+22.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -4.3% | +1.8% | -6.1% | -4.5% |
| 30D | -19.0% | +6.5% | -25.5% | -19.7% |
| 3M | -13.1% | +0.3% | -13.4% | -13.1% |
| 6M | -13.3% | -2.4% | -10.9% | -14.5% |
| YTD | -25.2% | +29.0% | -54.2% | -33.7% |
| 1Y | -27.2% | +17.0% | -44.2% | -33.2% |
| All | +47.5% | +24.9% | +22.6% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling