+568.0%
CF vs WING
+679.4%
-111.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -3.2% | +9.0% | -12.2% | -4.0% |
| 30D | +4.3% | +39.9% | -35.6% | +1.0% |
| 3M | +2.8% | +40.4% | -37.6% | -0.9% |
| 6M | +0.6% | +12.9% | -12.3% | -1.5% |
| YTD | +56.6% | -31.1% | +87.7% | +59.6% |
| 1Y | +49.6% | -32.7% | +82.3% | +52.6% |
| 3Y | +61.5% | -19.8% | +81.3% | +53.2% |
| 5Y | +124.0% | +4.0% | +120.0% | +98.4% |
| All | +568.0% | +679.4% | -111.4% | +216.8% |
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