-30.4%
CPB vs WING
-65.5%
+35.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -8.6% | -3.9% | -4.7% | -8.4% |
| 30D | -7.2% | -11.6% | +4.3% | -6.8% |
| 3M | +0.9% | -24.2% | +25.1% | +2.1% |
| 6M | -11.8% | -54.1% | +42.3% | -10.7% |
| YTD | -19.4% | -53.9% | +34.5% | -17.7% |
| 1Y | -30.4% | -64.4% | +34.0% | -27.5% |
| All | -30.4% | -65.5% | +35.2% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling