+451.7%
CMI vs WING
+407.0%
+44.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -12.5% | -6.0% | -6.5% | -12.0% |
| 3M | -16.2% | -23.5% | +7.3% | -13.6% |
| 6M | +4.9% | -52.0% | +56.8% | +15.0% |
| YTD | +11.1% | -53.8% | +64.9% | +21.9% |
| 1Y | +43.4% | -63.8% | +107.2% | +62.3% |
| 3Y | +154.1% | -30.8% | +184.8% | +147.7% |
| 5Y | +169.5% | -34.3% | +203.8% | +154.5% |
| 10Y | +503.8% | +352.4% | +151.4% | +277.8% |
| All | +451.7% | +407.0% | +44.7% | +229.0% |
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 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