+321.2%
CMG vs WMB
+304.7%
+16.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.1% |
| 7D | -3.8% | -1.7% | -2.2% | -3.4% |
| 30D | +12.9% | +0.7% | +12.2% | +12.5% |
| 3M | +18.8% | +1.5% | +17.3% | +17.8% |
| 6M | +4.1% | +0.1% | +4.0% | +3.3% |
| YTD | -2.4% | +22.9% | -25.3% | -8.7% |
| 1Y | -6.7% | +27.9% | -34.5% | -14.0% |
| 3Y | -7.1% | +139.1% | -146.3% | -30.3% |
| 5Y | -5.0% | +270.9% | -275.9% | -38.9% |
| All | +321.2% | +304.7% | +16.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling