-22.4%
CPB vs WING
-33.3%
+10.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | +19.2% | +29.5% | -10.3% | +17.3% |
| 3M | -0.9% | +40.2% | -41.1% | -3.1% |
| 6M | +15.2% | +32.7% | -17.5% | +14.0% |
| YTD | -13.1% | -32.8% | +19.7% | -12.7% |
| 1Y | -22.4% | -31.7% | +9.3% | -22.2% |
| All | -22.4% | -33.3% | +10.9% | -22.2% |
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 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