-2.1%
CPNG vs MAGS
+190.0%
-192.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.6% |
| 7D | -1.1% | +0.6% | -1.8% | -1.4% |
| 30D | -7.4% | +3.2% | -10.6% | -8.8% |
| 3M | -12.3% | +7.7% | -20.0% | -15.8% |
| 6M | -19.4% | +12.5% | -31.9% | -24.2% |
| YTD | -35.9% | +6.0% | -41.9% | -37.9% |
| 1Y | -53.4% | +14.4% | -67.8% | -56.4% |
| 3Y | -20.0% | +127.5% | -147.5% | -47.7% |
| All | -2.1% | +190.0% | -192.2% | -43.2% |
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