-43.4%
CPB vs WING
+359.3%
-402.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.5% |
| 7D | -8.0% | -2.3% | -5.7% | -7.9% |
| 30D | -2.4% | -5.6% | +3.2% | -2.2% |
| 3M | +0.5% | -22.9% | +23.5% | +1.5% |
| 6M | -10.5% | -50.4% | +40.0% | -8.3% |
| YTD | -17.5% | -53.3% | +35.8% | -15.4% |
| 1Y | -31.0% | -61.2% | +30.2% | -28.9% |
| 3Y | -40.6% | -30.1% | -10.6% | -41.6% |
| 5Y | -37.7% | -35.0% | -2.7% | -39.3% |
| 10Y | -43.4% | +375.5% | -419.0% | -54.2% |
| All | -43.4% | +359.3% | -402.7% | -54.2% |
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