+250.9%
CP vs WING
+679.4%
-428.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +2.8% | +9.0% | -6.3% | +1.5% |
| 30D | +10.2% | +39.9% | -29.7% | +5.0% |
| 3M | +2.4% | +40.4% | -38.1% | -3.1% |
| 6M | +7.7% | +12.9% | -5.2% | +4.5% |
| YTD | +26.0% | -31.1% | +57.1% | +29.9% |
| 1Y | +34.6% | -32.7% | +67.3% | +39.0% |
| 3Y | +26.7% | -19.8% | +46.5% | +21.0% |
| 5Y | +24.9% | +4.0% | +20.9% | +9.5% |
| All | +250.9% | +679.4% | -428.5% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling