+41.9%
CMI vs WING
-65.5%
+107.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | -0.7% | -3.9% | +3.1% | -0.6% |
| 30D | -13.4% | -11.6% | -1.9% | -13.0% |
| 3M | -17.0% | -24.2% | +7.2% | -16.2% |
| 6M | -1.6% | -54.1% | +52.4% | +3.5% |
| YTD | +11.0% | -53.9% | +64.9% | +18.1% |
| 1Y | +41.9% | -64.4% | +106.3% | +55.4% |
| All | +41.9% | -65.5% | +107.5% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling