+76.0%
CCI vs WING
+637.7%
-561.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.1% |
| 7D | -1.4% | -3.9% | +2.5% | -1.1% |
| 30D | +12.7% | +26.6% | -13.9% | +10.0% |
| 3M | +23.0% | +42.5% | -19.5% | +18.4% |
| 6M | +0.6% | +29.4% | -28.8% | -2.8% |
| YTD | +4.9% | -32.8% | +37.7% | +7.1% |
| 1Y | +0.7% | -33.5% | +34.1% | +2.7% |
| 3Y | +10.2% | -23.4% | +33.6% | +5.7% |
| 5Y | -36.4% | -0.4% | -36.0% | -43.1% |
| 10Y | +66.6% | +647.8% | -581.2% | +13.9% |
| All | +76.0% | +637.7% | -561.7% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling