+26.7%
CP vs WING
-19.7%
+46.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +2.8% | +9.0% | -6.3% | +2.1% |
| 30D | +10.2% | +39.9% | -29.7% | +7.5% |
| 3M | +2.4% | +40.4% | -38.1% | -0.5% |
| 6M | +7.7% | +12.9% | -5.2% | +6.3% |
| YTD | +26.0% | -31.1% | +57.1% | +28.6% |
| 1Y | +34.6% | -32.7% | +67.3% | +37.5% |
| 3Y | +26.7% | -19.8% | +46.5% | +30.4% |
| All | +26.7% | -19.7% | +46.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling