+196.9%
CMS vs WING
+405.9%
-209.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -3.9% | +4.2% | +0.5% |
| 30D | -3.6% | -11.6% | +8.0% | -3.1% |
| 3M | -1.9% | -24.2% | +22.3% | -0.8% |
| 6M | -11.0% | -54.1% | +43.1% | -7.9% |
| YTD | +0.2% | -53.9% | +54.1% | +3.3% |
| 1Y | -1.3% | -64.4% | +63.0% | +3.0% |
| 3Y | +35.9% | -30.2% | +66.1% | +32.0% |
| 5Y | +23.1% | -34.1% | +57.2% | +18.1% |
| 10Y | +117.9% | +342.1% | -224.2% | +75.6% |
| All | +196.9% | +405.9% | -209.0% | +137.3% |
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