+124.0%
CNH vs WING
+742.9%
-618.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.4% | +2.5% | +9.8% |
| 7D | +8.6% | +8.6% | 0.0% | +7.4% |
| 30D | +12.6% | +44.8% | -32.2% | +7.1% |
| 3M | +17.5% | +51.9% | -34.4% | +10.5% |
| 6M | +18.1% | +37.2% | -19.1% | +11.9% |
| YTD | +40.4% | -25.3% | +65.7% | +43.1% |
| 1Y | +34.0% | -25.1% | +59.1% | +36.3% |
| 3Y | +35.3% | -12.9% | +48.2% | +28.3% |
| 5Y | -5.1% | +12.0% | -17.1% | -16.7% |
| 10Y | +124.0% | +716.5% | -592.5% | +30.6% |
| All | +124.0% | +742.9% | -618.9% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling