+180.6%
CEG vs MAGS
+128.8%
+51.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.5% |
| 7D | +6.7% | +1.2% | +5.5% | +5.5% |
| 30D | +11.0% | -0.1% | +11.1% | +10.9% |
| 3M | +19.5% | +3.8% | +15.7% | +14.8% |
| 6M | -5.9% | +13.2% | -19.1% | -16.5% |
| YTD | -15.0% | +4.7% | -19.7% | -19.1% |
| 1Y | +0.6% | +14.4% | -13.7% | -11.2% |
| 3Y | +180.6% | +128.6% | +52.1% | +63.0% |
| All | +180.6% | +128.8% | +51.8% | +63.0% |
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