+66.0%
CCI vs WING
+699.5%
-633.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.1% |
| 7D | +3.2% | +5.0% | -1.8% | +2.7% |
| 30D | +12.2% | +38.7% | -26.5% | +8.6% |
| 3M | +23.1% | +44.7% | -21.6% | +18.5% |
| 6M | +1.3% | +31.5% | -30.2% | -2.2% |
| YTD | +4.5% | -28.4% | +32.9% | +6.0% |
| 1Y | +2.3% | -28.2% | +30.5% | +3.6% |
| 3Y | +9.8% | -18.4% | +28.2% | +4.5% |
| 5Y | -36.5% | +5.2% | -41.8% | -43.7% |
| All | +66.0% | +699.5% | -633.6% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling