+2,419.0%
CLS vs WING
+405.9%
+2,013.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | -3.9% | +8.4% | +5.3% |
| 30D | -13.9% | -11.6% | -2.3% | -12.1% |
| 3M | -26.6% | -24.2% | -2.4% | -23.1% |
| 6M | +15.4% | -54.1% | +69.5% | +34.1% |
| YTD | +5.7% | -53.9% | +59.6% | +21.4% |
| 1Y | +41.1% | -64.4% | +105.5% | +70.6% |
| 3Y | +1,228.6% | -30.2% | +1,258.8% | +1,229.8% |
| 5Y | +3,240.6% | -34.1% | +3,274.8% | +3,116.4% |
| 10Y | +2,760.3% | +342.1% | +2,418.2% | +1,751.2% |
| All | +2,419.0% | +405.9% | +2,013.1% | +1,450.7% |
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