+64.6%
CNP vs MAGS
+126.1%
-61.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.5% |
| 7D | -4.3% | +1.3% | -5.6% | -4.2% |
| 30D | +5.7% | -6.3% | +12.1% | +5.5% |
| 3M | +0.9% | -0.1% | +1.0% | +0.9% |
| 6M | -1.1% | -0.8% | -0.3% | -0.9% |
| YTD | +8.3% | +4.7% | +3.5% | +8.5% |
| 1Y | +5.9% | +6.8% | -0.9% | +6.2% |
| 3Y | +64.6% | +128.9% | -64.3% | +63.6% |
| All | +64.6% | +126.1% | -61.4% | +63.6% |
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