-39.3%
CPB vs WING
-34.0%
-5.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.4% |
| 7D | -8.6% | -3.9% | -4.7% | -8.5% |
| 30D | -7.2% | -11.6% | +4.3% | -7.1% |
| 3M | +0.9% | -24.2% | +25.1% | +1.3% |
| 6M | -11.8% | -54.1% | +42.3% | -11.3% |
| YTD | -19.4% | -53.9% | +34.5% | -18.9% |
| 1Y | -30.4% | -64.4% | +34.0% | -29.8% |
| 3Y | -40.2% | -30.2% | -10.0% | -40.6% |
| All | -39.3% | -34.0% | -5.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling