-35.6%
CPB vs WING
-19.7%
-15.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +8.0% | +9.0% | -1.1% | +7.7% |
| 30D | +22.4% | +39.9% | -17.6% | +21.4% |
| 3M | +2.5% | +40.4% | -37.9% | +1.7% |
| 6M | +12.2% | +12.9% | -0.7% | +11.7% |
| YTD | -12.8% | -31.1% | +18.3% | -13.1% |
| 1Y | -19.2% | -32.7% | +13.5% | -19.4% |
| 3Y | -35.6% | -19.8% | -15.7% | -41.7% |
| All | -35.6% | -19.7% | -15.9% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling