+1,401.6%
CRS vs WING
-35.5%
+1,437.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -16.6% | -0.5% | -16.1% | -16.8% |
| 3M | -14.3% | -23.9% | +9.6% | -10.7% |
| 6M | +11.6% | -48.9% | +60.5% | +24.7% |
| YTD | +42.6% | -53.3% | +95.9% | +59.7% |
| 1Y | +81.8% | -60.3% | +142.1% | +109.7% |
| 3Y | +632.1% | -30.1% | +662.2% | +592.3% |
| 5Y | +1,401.6% | -36.2% | +1,437.8% | +1,259.7% |
| All | +1,401.6% | -35.5% | +1,437.2% | +1,259.7% |
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