-40.5%
CPB vs WING
+742.9%
-783.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -1.5% |
| 7D | +3.3% | +8.6% | -5.3% | +2.9% |
| 30D | +19.0% | +44.8% | -25.8% | +17.1% |
| 3M | +0.4% | +51.9% | -51.5% | -1.5% |
| 6M | +13.0% | +37.2% | -24.3% | +11.2% |
| YTD | -12.7% | -25.3% | +12.6% | -12.4% |
| 1Y | -20.9% | -25.1% | +4.2% | -20.6% |
| 3Y | -35.4% | -12.9% | -22.5% | -36.9% |
| 5Y | -32.3% | +12.0% | -44.3% | -35.7% |
| 10Y | -40.5% | +716.5% | -757.0% | -53.3% |
| All | -40.5% | +742.9% | -783.4% | -53.3% |
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