-5.0%
CPNG vs MAGS
+187.1%
-192.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.4% | -1.8% | -3.6% | -4.6% |
| 30D | -11.1% | +1.1% | -12.2% | -11.6% |
| 3M | -3.0% | +7.7% | -10.7% | -6.7% |
| 6M | -23.5% | +11.7% | -35.2% | -27.7% |
| YTD | -37.8% | +4.9% | -42.7% | -39.4% |
| 1Y | -54.3% | +14.3% | -68.7% | -57.3% |
| 3Y | -20.8% | +128.9% | -149.7% | -48.5% |
| All | -5.0% | +187.1% | -192.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling