+250.7%
CP vs WING
+675.9%
-425.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | +2.8% | +5.0% | -2.2% | +2.1% |
| 30D | +11.0% | +38.7% | -27.7% | +5.9% |
| 3M | +3.8% | +44.7% | -40.9% | -2.1% |
| 6M | +9.5% | +31.5% | -22.0% | +4.0% |
| YTD | +28.2% | -28.4% | +56.6% | +31.4% |
| 1Y | +33.0% | -28.2% | +61.1% | +35.9% |
| 3Y | +35.5% | -18.4% | +54.0% | +29.2% |
| 5Y | +25.8% | +5.2% | +20.5% | +10.2% |
| 10Y | +250.7% | +699.8% | -449.1% | +104.3% |
| All | +250.7% | +675.9% | -425.1% | +104.3% |
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