+237.0%
CFG vs WING
+742.9%
-505.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.4% | +1.6% |
| 7D | +0.3% | +8.6% | -8.3% | -1.1% |
| 30D | +3.2% | +44.8% | -41.5% | -3.1% |
| 3M | -9.7% | +51.9% | -61.6% | -16.4% |
| 6M | +3.6% | +37.2% | -33.6% | -3.3% |
| YTD | +14.7% | -25.3% | +40.0% | +17.3% |
| 1Y | +29.6% | -25.1% | +54.7% | +32.2% |
| 3Y | +190.6% | -12.9% | +203.5% | +168.3% |
| 5Y | +67.1% | +12.0% | +55.1% | +38.5% |
| 10Y | +237.0% | +716.5% | -479.5% | +68.3% |
| All | +237.0% | +742.9% | -505.9% | +68.3% |
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