-7.6%
CMG vs WING
-29.7%
+22.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | -6.5% | -2.3% | -4.2% | -5.8% |
| 30D | +12.1% | -5.6% | +17.7% | +13.5% |
| 3M | +20.6% | -22.9% | +43.5% | +29.5% |
| 6M | +2.1% | -50.4% | +52.5% | +24.4% |
| YTD | -2.6% | -53.3% | +50.7% | +19.6% |
| 1Y | -8.7% | -61.2% | +52.5% | +18.2% |
| All | -7.6% | -29.7% | +22.1% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling