-2.1%
CCL vs MGY
+88.4%
-90.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +1.8% | -6.1% | -4.8% |
| 30D | -19.0% | +6.5% | -25.5% | -20.5% |
| 3M | -13.1% | +0.3% | -13.4% | -13.9% |
| 6M | -13.3% | -2.4% | -10.9% | -15.0% |
| YTD | -25.2% | +29.0% | -54.2% | -34.2% |
| 1Y | -27.2% | +17.0% | -44.2% | -33.8% |
| 3Y | +49.2% | +26.2% | +23.1% | +28.7% |
| All | -2.1% | +88.4% | -90.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling