+111.2%
CVE vs WING
+667.7%
-556.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -14.1% | +14.0% | -28.1% | -15.4% |
| 30D | -11.6% | +47.7% | -59.3% | -15.5% |
| 3M | 0.0% | +34.2% | -34.2% | -3.8% |
| 6M | -8.4% | +13.6% | -21.9% | -10.8% |
| YTD | +65.9% | -30.0% | +95.9% | +69.3% |
| 1Y | +69.4% | -33.9% | +103.3% | +73.7% |
| 3Y | +55.9% | -18.7% | +74.6% | +46.9% |
| 5Y | +146.2% | +5.5% | +140.6% | +113.3% |
| 10Y | +140.6% | +696.2% | -555.6% | +19.2% |
| All | +111.2% | +667.7% | -556.5% | +0.4% |
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