+41.1%
CLS vs MGY
+15.5%
+25.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.5% |
| 7D | +4.6% | +2.1% | +2.5% | +5.1% |
| 30D | -13.9% | +13.8% | -27.7% | -11.0% |
| 3M | -26.6% | -4.3% | -22.3% | -24.7% |
| 6M | +15.4% | -5.1% | +20.5% | +16.7% |
| YTD | +5.7% | +24.8% | -19.1% | +5.4% |
| 1Y | +41.1% | +11.8% | +29.3% | +41.2% |
| All | +41.1% | +15.5% | +25.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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