+3,542.1%
CLS vs WING
-35.4%
+3,577.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +12.8% | -0.1% | +12.9% | +12.7% |
| 30D | +3.8% | -6.0% | +9.9% | +4.4% |
| 3M | -14.6% | -23.5% | +8.9% | -10.9% |
| 6M | +32.2% | -52.0% | +84.2% | +52.6% |
| YTD | +11.6% | -53.8% | +65.4% | +28.5% |
| 1Y | +35.1% | -63.8% | +98.9% | +63.9% |
| 3Y | +1,312.5% | -30.8% | +1,343.3% | +1,314.0% |
| 5Y | +3,542.1% | -34.3% | +3,576.3% | +3,499.5% |
| All | +3,542.1% | -35.4% | +3,577.5% | +3,499.5% |
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