-27.6%
CPB vs WING
+719.8%
-747.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -1.6% |
| 7D | +3.3% | +8.6% | -5.3% | +2.8% |
| 30D | +19.0% | +44.8% | -25.8% | +16.9% |
| 3M | +0.4% | +51.9% | -51.5% | -1.7% |
| 6M | +13.0% | +37.2% | -24.3% | +11.0% |
| YTD | -12.7% | -25.3% | +12.6% | -12.3% |
| 1Y | -20.9% | -25.1% | +4.2% | -20.6% |
| 3Y | -35.4% | -12.9% | -22.5% | -36.9% |
| 5Y | -32.3% | +12.0% | -44.3% | -35.9% |
| 10Y | -40.5% | +716.5% | -757.0% | -54.1% |
| All | -27.6% | +719.8% | -747.4% | -45.2% |
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 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