+37.4%
CMI vs WING
-58.1%
+95.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.0% | -4.7% | +1.0% |
| 7D | -0.7% | +7.2% | -7.9% | -1.0% |
| 30D | -12.4% | +4.8% | -17.2% | -12.7% |
| 3M | -14.8% | -23.7% | +8.9% | -13.9% |
| 6M | +0.8% | -43.6% | +44.4% | +4.7% |
| YTD | +10.2% | -50.6% | +60.8% | +17.1% |
| 1Y | +37.4% | -57.0% | +94.5% | +48.0% |
| All | +37.4% | -58.1% | +95.6% | +48.0% |
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