+629.2%
CRS vs WING
-30.4%
+659.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | -3.1% | -0.1% | -2.9% | -3.1% |
| 30D | -19.6% | -6.0% | -13.6% | -19.1% |
| 3M | -8.1% | -23.5% | +15.4% | -5.3% |
| 6M | +18.6% | -52.0% | +70.5% | +30.7% |
| YTD | +45.9% | -53.8% | +99.7% | +59.5% |
| 1Y | +82.5% | -63.8% | +146.3% | +109.2% |
| All | +629.2% | -30.4% | +659.6% | +532.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling