+61.5%
CF vs WING
-19.7%
+81.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -3.2% | +9.0% | -12.2% | -3.0% |
| 30D | +4.3% | +39.9% | -35.6% | +5.1% |
| 3M | +2.8% | +40.4% | -37.6% | +3.6% |
| 6M | +0.6% | +12.9% | -12.3% | +1.1% |
| YTD | +56.6% | -31.1% | +87.7% | +57.2% |
| 1Y | +49.6% | -32.7% | +82.3% | +50.2% |
| 3Y | +61.5% | -19.8% | +81.3% | +74.0% |
| All | +61.5% | -19.7% | +81.2% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling