+20.1%
CP vs WING
-65.5%
+85.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -2.5% |
| 30D | +0.2% | -11.6% | +11.7% | +0.8% |
| 3M | +2.6% | -24.2% | +26.8% | +4.3% |
| 6M | +6.0% | -54.1% | +60.0% | +10.9% |
| YTD | +24.9% | -53.9% | +78.8% | +30.3% |
| 1Y | +20.1% | -64.4% | +84.5% | +29.0% |
| All | +20.1% | -65.5% | +85.7% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling