+189.5%
CG vs WING
+405.9%
-216.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -4.3% | -3.9% | -0.5% | -3.4% |
| 30D | -5.1% | -11.6% | +6.5% | -2.6% |
| 3M | +8.7% | -24.2% | +32.9% | +15.0% |
| 6M | -9.2% | -54.1% | +44.8% | +8.6% |
| YTD | -18.9% | -53.9% | +35.0% | -3.9% |
| 1Y | -25.6% | -64.4% | +38.7% | -6.5% |
| 3Y | +57.3% | -30.2% | +87.5% | +50.3% |
| 5Y | +10.2% | -34.1% | +44.3% | +1.1% |
| 10Y | +364.2% | +342.1% | +22.1% | +144.5% |
| All | +189.5% | +405.9% | -216.4% | +36.3% |
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 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