+102.5%
CFG vs WING
-34.0%
+136.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.5% | -3.9% | +5.4% | +2.0% |
| 30D | -3.8% | -11.6% | +7.7% | -2.7% |
| 3M | +11.5% | -24.2% | +35.7% | +14.5% |
| 6M | +19.2% | -54.1% | +73.3% | +29.5% |
| YTD | +23.7% | -53.9% | +77.6% | +33.6% |
| 1Y | +38.8% | -64.4% | +103.2% | +54.4% |
| 3Y | +178.9% | -30.2% | +209.1% | +162.3% |
| All | +102.5% | -34.0% | +136.5% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling