+791.9%
CDE vs MAGS
+128.4%
+663.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -3.1% | +0.6% | -3.8% | -3.6% |
| 30D | +9.5% | +3.2% | +6.2% | +6.8% |
| 3M | +25.5% | +7.7% | +17.8% | +18.4% |
| 6M | -7.9% | +12.5% | -20.4% | -15.0% |
| YTD | +15.6% | +6.0% | +9.6% | +11.3% |
| 1Y | +34.0% | +14.4% | +19.7% | +22.7% |
| 3Y | +791.9% | +127.5% | +664.4% | +447.1% |
| All | +791.9% | +128.4% | +663.5% | +447.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling