+42.0%
CNP vs MAGS
+187.7%
-145.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +0.7% | +0.8% | -0.2% | +0.7% |
| 30D | -0.1% | +0.4% | -0.5% | 0.0% |
| 3M | -5.6% | +5.6% | -11.2% | -5.4% |
| 6M | -7.5% | +12.3% | -19.8% | -7.2% |
| YTD | +5.5% | +5.1% | +0.4% | +5.7% |
| 1Y | +8.3% | +14.0% | -5.6% | +8.6% |
| 3Y | +51.8% | +129.4% | -77.6% | +51.7% |
| All | +42.0% | +187.7% | -145.6% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling