+577.4%
CF vs WING
+342.3%
+235.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.3% | -3.1% |
| 7D | +6.0% | -3.9% | +9.9% | +6.4% |
| 30D | +14.8% | -11.6% | +26.4% | +16.0% |
| 3M | +14.1% | -24.2% | +38.3% | +16.6% |
| 6M | +28.5% | -54.1% | +82.6% | +37.5% |
| YTD | +74.9% | -53.9% | +128.8% | +85.8% |
| 1Y | +61.7% | -64.4% | +126.0% | +76.6% |
| 3Y | +80.3% | -30.2% | +110.5% | +70.3% |
| 5Y | +226.0% | -34.1% | +260.1% | +203.3% |
| All | +577.4% | +342.3% | +235.1% | +243.8% |
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 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