+111.2%
CEG vs MAGS
+121.0%
-9.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.5% |
| 7D | -4.7% | -1.4% | -3.4% | -3.9% |
| 30D | -16.6% | -8.4% | -8.2% | -10.4% |
| 3M | -4.1% | -1.5% | -2.6% | -3.2% |
| 6M | -22.3% | -1.4% | -21.0% | -22.3% |
| YTD | -28.9% | +2.4% | -31.3% | -31.3% |
| 1Y | -28.5% | +3.5% | -32.0% | -31.4% |
| All | +111.2% | +121.0% | -9.7% | +23.6% |
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 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