+2,310.3%
CLS vs MGY
+206.7%
+2,103.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.9% |
| 7D | +12.8% | -0.9% | +13.7% | +13.1% |
| 30D | +3.8% | +10.1% | -6.3% | +0.2% |
| 3M | -14.6% | -1.5% | -13.2% | -15.4% |
| 6M | +32.2% | -4.9% | +37.2% | +31.5% |
| YTD | +11.6% | +27.7% | -16.1% | -0.8% |
| 1Y | +35.1% | +20.1% | +15.0% | +22.3% |
| 3Y | +1,312.5% | +24.9% | +1,287.7% | +1,146.8% |
| 5Y | +3,542.1% | +91.6% | +3,450.5% | +2,529.7% |
| All | +2,310.3% | +206.7% | +2,103.6% | +1,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling