+126.4%
CNH vs WING
+405.9%
-279.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.2% |
| 7D | +23.3% | -3.9% | +27.1% | +24.0% |
| 30D | +33.5% | -11.6% | +45.0% | +35.4% |
| 3M | +32.7% | -24.2% | +56.9% | +37.3% |
| 6M | +22.2% | -54.1% | +76.2% | +35.2% |
| YTD | +57.7% | -53.9% | +111.6% | +72.9% |
| 1Y | +28.0% | -64.4% | +92.3% | +45.3% |
| 3Y | +11.5% | -30.2% | +41.7% | +8.1% |
| 5Y | +11.9% | -34.1% | +46.0% | +5.5% |
| 10Y | +162.8% | +342.1% | -179.4% | +57.9% |
| All | +126.4% | +405.9% | -279.4% | +26.1% |
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