+213.4%
CP vs WING
+637.7%
-424.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.5% |
| 7D | +0.9% | -3.9% | +4.8% | +1.4% |
| 30D | +10.3% | +26.6% | -16.3% | +6.4% |
| 3M | +2.3% | +42.5% | -40.2% | -3.6% |
| 6M | +10.7% | +29.4% | -18.7% | +5.2% |
| YTD | +29.3% | -32.8% | +62.1% | +33.7% |
| 1Y | +31.5% | -33.5% | +64.9% | +35.8% |
| 3Y | +36.7% | -23.4% | +60.1% | +31.5% |
| 5Y | +26.8% | -0.4% | +27.2% | +11.9% |
| 10Y | +260.1% | +647.8% | -387.7% | +106.9% |
| All | +213.4% | +637.7% | -424.4% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling