-5.2%
CMG vs WING
-35.5%
+30.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 3M | +20.6% | -22.9% | +43.5% | +29.8% |
| 6M | +2.1% | -50.4% | +52.5% | +24.8% |
| YTD | -2.6% | -53.3% | +50.7% | +20.0% |
| 1Y | -8.7% | -61.2% | +52.5% | +18.9% |
| 3Y | -7.4% | -30.1% | +22.7% | -6.1% |
| All | -5.2% | -35.5% | +30.3% | -4.9% |
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