-4.1%
CPNG vs MAGS
+186.6%
-190.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -6.3% | +1.2% | -7.5% | -6.9% |
| 30D | -8.7% | -0.1% | -8.6% | -8.7% |
| 3M | -2.4% | +3.8% | -6.3% | -4.5% |
| 6M | -22.3% | +13.2% | -35.6% | -27.1% |
| YTD | -37.2% | +4.7% | -41.9% | -38.8% |
| 1Y | -53.0% | +14.4% | -67.4% | -56.0% |
| 3Y | -20.0% | +128.6% | -148.6% | -48.0% |
| All | -4.1% | +186.6% | -190.8% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling