+1,256.7%
CRS vs WING
+405.9%
+850.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.2% | -3.9% | +3.6% | +0.7% |
| 30D | -16.6% | -11.6% | -5.1% | -14.5% |
| 3M | -3.5% | -24.2% | +20.7% | +2.0% |
| 6M | +15.4% | -54.1% | +69.5% | +37.0% |
| YTD | +51.2% | -53.9% | +105.1% | +75.8% |
| 1Y | +98.3% | -64.4% | +162.6% | +145.0% |
| 3Y | +651.5% | -30.2% | +681.7% | +612.3% |
| 5Y | +1,411.1% | -34.1% | +1,445.2% | +1,275.1% |
| 10Y | +1,424.3% | +342.1% | +1,082.2% | +595.1% |
| All | +1,256.7% | +405.9% | +850.8% | +468.4% |
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