+13.1%
CNH vs WING
-34.0%
+47.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +23.3% | -3.9% | +27.1% | +23.9% |
| 30D | +33.5% | -11.6% | +45.0% | +35.1% |
| 3M | +32.7% | -24.2% | +56.9% | +36.5% |
| 6M | +22.2% | -54.1% | +76.2% | +33.2% |
| YTD | +57.7% | -53.9% | +111.6% | +70.5% |
| 1Y | +28.0% | -64.4% | +92.3% | +42.8% |
| 3Y | +11.5% | -30.2% | +41.7% | +5.9% |
| All | +13.1% | -34.0% | +47.1% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling