+144.7%
CG vs WING
+656.3%
-511.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.2% | +9.0% | -10.2% | -3.3% |
| 30D | +5.0% | +39.9% | -34.9% | -3.8% |
| 3M | -18.2% | +40.4% | -58.6% | -25.9% |
| 6M | -20.7% | +12.9% | -33.6% | -25.1% |
| YTD | -31.4% | -31.1% | -0.3% | -27.2% |
| 1Y | -22.3% | -32.7% | +10.5% | -17.3% |
| 3Y | +50.2% | -19.8% | +70.0% | +40.0% |
| 5Y | -22.1% | +4.0% | -26.0% | -36.5% |
| 10Y | +295.5% | +684.4% | -388.9% | +78.4% |
| All | +144.7% | +656.3% | -511.7% | +3.2% |
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