+107.8%
CB vs WING
+0.2%
+107.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +2.9% | -2.7% | +5.6% | +3.0% |
| 30D | +7.3% | +29.3% | -22.0% | +6.0% |
| 3M | +9.4% | +39.9% | -30.5% | +7.6% |
| 6M | +19.6% | +32.4% | -12.8% | +17.6% |
| YTD | +21.5% | -32.9% | +54.4% | +22.9% |
| 1Y | +28.0% | -31.9% | +59.9% | +29.2% |
| 3Y | +74.9% | -24.9% | +99.7% | +70.3% |
| All | +107.8% | +0.2% | +107.6% | +90.8% |
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