+755.4%
CRS vs WING
+637.7%
+117.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -0.7% |
| 7D | +7.4% | -3.9% | +11.3% | +8.5% |
| 30D | -21.2% | +26.6% | -47.9% | -25.9% |
| 3M | -43.3% | +42.5% | -85.8% | -48.7% |
| 6M | -29.4% | +29.4% | -58.8% | -35.5% |
| YTD | -4.7% | -32.8% | +28.1% | +0.2% |
| 1Y | -9.6% | -33.5% | +23.9% | -5.1% |
| 3Y | +355.5% | -23.4% | +378.8% | +326.8% |
| 5Y | +826.6% | -0.4% | +827.0% | +658.8% |
| 10Y | +846.1% | +647.8% | +198.3% | +274.1% |
| All | +755.4% | +637.7% | +117.7% | +224.0% |
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