+231.2%
CEG vs MAGS
+180.2%
+50.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | -4.1% | -1.5% | -2.6% | -3.2% |
| 6M | -22.3% | -1.4% | -21.0% | -22.2% |
| YTD | -28.9% | +2.4% | -31.3% | -31.0% |
| 1Y | -28.5% | +3.5% | -32.0% | -31.0% |
| 3Y | +104.3% | +125.3% | -21.0% | +33.4% |
| All | +231.2% | +180.2% | +50.9% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling