+256.4%
CFG vs WING
+672.3%
-415.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +3.1% | +32.3% | -29.2% | -1.7% |
| 3M | -9.7% | +50.2% | -59.9% | -16.2% |
| 6M | +6.7% | +31.7% | -24.9% | +0.3% |
| YTD | +15.2% | -29.6% | +44.8% | +18.8% |
| 1Y | +28.8% | -29.7% | +58.5% | +32.6% |
| 3Y | +190.1% | -19.8% | +209.9% | +173.3% |
| 5Y | +63.4% | +3.1% | +60.3% | +39.1% |
| 10Y | +219.8% | +682.9% | -463.1% | +69.9% |
| All | +256.4% | +672.3% | -415.9% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling