+46.7%
CCI vs WING
+405.9%
-359.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -0.4% | -3.9% | +3.4% | -0.1% |
| 30D | +2.7% | -11.6% | +14.3% | +3.7% |
| 3M | -18.2% | -24.2% | +6.0% | -16.5% |
| 6M | -14.8% | -54.1% | +39.3% | -9.1% |
| YTD | -12.6% | -53.9% | +41.3% | -7.3% |
| 1Y | -16.7% | -64.4% | +47.6% | -9.7% |
| 3Y | -10.5% | -30.2% | +19.7% | -14.3% |
| 5Y | -51.4% | -34.1% | -17.3% | -54.6% |
| 10Y | +20.0% | +342.1% | -322.1% | -13.3% |
| All | +46.7% | +405.9% | -359.2% | +1.8% |
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