-6.5%
CF vs WING
+10.4%
-16.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.1% |
| 7D | +0.4% | +14.0% | -13.6% | +0.7% |
| 30D | +2.2% | +47.7% | -45.5% | +3.2% |
| 3M | +2.1% | +34.2% | -32.1% | +2.9% |
| 6M | -6.5% | +13.6% | -20.1% | -6.0% |
| All | -6.5% | +10.4% | -16.9% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling