+122.0%
MAGS vs CLBK
+54.0%
+68.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | -5.8% | +3.4% | -9.2% | -6.4% |
| 3M | +0.2% | -4.3% | +4.5% | +1.1% |
| 6M | -2.7% | +28.4% | -31.0% | -8.1% |
| YTD | +4.1% | +59.4% | -55.3% | -6.7% |
| 1Y | +7.5% | +64.8% | -57.3% | -4.5% |
| 3Y | +122.0% | +50.6% | +71.5% | +97.8% |
| All | +122.0% | +54.0% | +68.1% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling