+471.5%
CF vs WING
+620.3%
-148.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +4.8% | -2.5% | +7.3% | +4.9% |
| 30D | +4.7% | +29.5% | -24.8% | +2.0% |
| 3M | +7.4% | +40.2% | -32.7% | +3.5% |
| 6M | +0.6% | +32.7% | -32.1% | -3.1% |
| YTD | +64.1% | -32.8% | +96.9% | +67.5% |
| 1Y | +51.4% | -31.7% | +83.1% | +53.9% |
| 3Y | +67.8% | -24.7% | +92.5% | +60.4% |
| 5Y | +114.1% | -0.5% | +114.6% | +90.9% |
| All | +471.5% | +620.3% | -148.8% | +161.2% |
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