+826.6%
CRS vs WING
-2.2%
+828.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -0.9% |
| 7D | +7.4% | -3.9% | +11.3% | +8.2% |
| 30D | -21.2% | +26.6% | -47.9% | -24.7% |
| 3M | -43.3% | +42.5% | -85.8% | -47.3% |
| 6M | -29.4% | +29.4% | -58.8% | -33.9% |
| YTD | -4.7% | -32.8% | +28.1% | -0.4% |
| 1Y | -9.6% | -33.5% | +23.9% | -5.6% |
| 3Y | +355.5% | -23.4% | +378.8% | +328.5% |
| 5Y | +826.6% | -0.4% | +827.0% | +664.7% |
| All | +826.6% | -2.2% | +828.7% | +664.7% |
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