-61.0%
CCL vs MGY
+210.8%
-271.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | -4.4% | +1.5% | -5.9% | -5.2% |
| 30D | -18.2% | +6.8% | -25.0% | -21.3% |
| 3M | -17.7% | +2.6% | -20.3% | -20.7% |
| 6M | -13.0% | -3.1% | -9.9% | -16.0% |
| YTD | -24.5% | +29.4% | -53.9% | -38.5% |
| 1Y | -26.9% | +22.3% | -49.2% | -39.0% |
| 3Y | +50.8% | +26.6% | +24.2% | +17.3% |
| 5Y | -0.9% | +92.1% | -93.0% | -47.5% |
| All | -61.0% | +210.8% | -271.9% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling