-41.2%
CAG vs WING
-33.6%
-7.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -6.6% | -2.3% | -4.3% | -6.6% |
| 30D | +2.3% | -5.6% | +7.9% | +2.4% |
| 3M | +16.3% | -22.9% | +39.2% | +16.7% |
| 6M | -16.0% | -50.4% | +34.4% | -15.4% |
| YTD | -7.7% | -53.3% | +45.6% | -7.0% |
| 1Y | -16.0% | -61.2% | +45.2% | -15.3% |
| 3Y | -37.7% | -30.1% | -7.6% | -39.1% |
| 5Y | -41.2% | -35.0% | -6.2% | -47.5% |
| All | -41.2% | -33.6% | -7.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling