+203.1%
CMG vs WING
+407.0%
-203.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.5% | -0.1% | -1.3% | -1.4% |
| 30D | +12.7% | -6.0% | +18.7% | +14.3% |
| 3M | +26.3% | -23.5% | +49.8% | +35.8% |
| 6M | +4.5% | -52.0% | +56.5% | +27.8% |
| YTD | -0.1% | -53.8% | +53.7% | +22.4% |
| 1Y | -6.8% | -63.8% | +57.0% | +22.4% |
| 3Y | -5.0% | -30.8% | +25.8% | -2.2% |
| 5Y | -3.0% | -34.3% | +31.3% | -4.5% |
| 10Y | +323.6% | +352.4% | -28.8% | +170.3% |
| All | +203.1% | +407.0% | -203.9% | +84.4% |
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