-31.9%
CEG vs MAGS
+5.9%
-37.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -9.0% | -7.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.1% |
| 30D | -8.2% | -4.4% | -3.8% | -5.8% |
| 3M | -7.9% | +1.9% | -9.8% | -8.5% |
| 6M | -23.2% | +4.9% | -28.2% | -24.8% |
| YTD | -30.1% | +6.5% | -36.7% | -27.8% |
| 1Y | -31.9% | +6.3% | -38.2% | -29.6% |
| All | -31.9% | +5.9% | -37.7% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling