+289.4%
CEG vs MAGS
+187.7%
+101.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +1.3% | +0.8% | +0.5% | +0.6% |
| 30D | +8.8% | +0.4% | +8.4% | +8.3% |
| 3M | +17.0% | +5.6% | +11.4% | +11.3% |
| 6M | -8.7% | +12.3% | -21.0% | -17.7% |
| YTD | -16.4% | +5.1% | -21.5% | -20.4% |
| 1Y | -1.8% | +14.0% | -15.7% | -12.0% |
| 3Y | +175.8% | +129.4% | +46.4% | +77.1% |
| All | +289.4% | +187.7% | +101.7% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling