+223.2%
CP vs WING
+341.7%
-118.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.4% | -0.1% | +2.6% | +2.4% |
| 30D | -0.5% | -6.0% | +5.5% | +0.1% |
| 3M | +1.4% | -23.5% | +24.9% | +4.7% |
| 6M | +10.3% | -52.0% | +62.3% | +21.1% |
| YTD | +24.3% | -53.8% | +78.1% | +36.2% |
| 1Y | +20.4% | -63.8% | +84.2% | +36.2% |
| 3Y | +21.8% | -30.8% | +52.6% | +17.8% |
| 5Y | +31.5% | -34.3% | +65.8% | +23.4% |
| 10Y | +223.2% | +352.4% | -129.2% | +107.3% |
| All | +223.2% | +341.7% | -118.5% | +107.3% |
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