+14.3%
MAGS vs CLBK
+66.6%
-52.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | +1.1% | +4.5% | -3.4% | +0.6% |
| 3M | +7.7% | +22.8% | -15.1% | +4.6% |
| 6M | +11.7% | +43.4% | -31.7% | +6.1% |
| YTD | +4.9% | +64.1% | -59.2% | -1.6% |
| 1Y | +14.3% | +67.6% | -53.2% | +6.8% |
| All | +14.3% | +66.6% | -52.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling