-11.8%
CAG vs WING
-65.5%
+53.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -3.8% | -3.9% | +0.1% | -3.6% |
| 30D | +3.1% | -11.6% | +14.7% | +3.5% |
| 3M | +23.5% | -24.2% | +47.7% | +24.7% |
| 6M | -14.8% | -54.1% | +39.2% | -14.1% |
| YTD | -5.4% | -53.9% | +48.5% | -4.3% |
| 1Y | -11.8% | -64.4% | +52.6% | -3.9% |
| All | -11.8% | -65.5% | +53.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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