+117.2%
CVE vs WING
+676.5%
-559.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.7% | -11.4% | -8.0% |
| 7D | -12.1% | +21.0% | -33.0% | -14.0% |
| 30D | -9.8% | +56.9% | -66.7% | -14.3% |
| 3M | -0.7% | +38.4% | -39.1% | -4.9% |
| 6M | -4.3% | +12.0% | -16.3% | -6.7% |
| YTD | +70.6% | -29.2% | +99.8% | +73.9% |
| 1Y | +73.2% | -28.8% | +102.0% | +75.7% |
| 3Y | +60.3% | -17.8% | +78.1% | +50.8% |
| 5Y | +159.3% | +8.5% | +150.8% | +123.7% |
| 10Y | +147.4% | +705.3% | -557.8% | +22.4% |
| All | +117.2% | +676.5% | -559.3% | +3.2% |
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