-27.7%
CPB vs WING
+656.3%
-684.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +8.0% | +9.0% | -1.1% | +7.5% |
| 30D | +22.4% | +39.9% | -17.6% | +20.4% |
| 3M | +2.5% | +40.4% | -37.9% | +0.7% |
| 6M | +12.2% | +12.9% | -0.7% | +11.2% |
| YTD | -12.8% | -31.1% | +18.3% | -12.1% |
| 1Y | -19.2% | -32.7% | +13.5% | -18.4% |
| 3Y | -35.6% | -19.8% | -15.7% | -36.8% |
| 5Y | -31.4% | +4.0% | -35.4% | -34.9% |
| 10Y | -37.9% | +684.4% | -722.4% | -52.1% |
| All | -27.7% | +656.3% | -684.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling