+324.6%
CMG vs WMB
+284.4%
+40.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -0.6% | +8.1% | -8.7% | -2.6% |
| 30D | +15.9% | -6.9% | +22.8% | +17.5% |
| 3M | +7.8% | -5.1% | +12.8% | +8.5% |
| 6M | +7.7% | -5.7% | +13.4% | +8.2% |
| YTD | -4.9% | +18.1% | -23.0% | -10.7% |
| 1Y | +12.3% | +18.4% | -6.1% | +5.3% |
| 3Y | -17.1% | +122.7% | -139.8% | -37.0% |
| 5Y | -5.6% | +202.0% | -207.7% | -35.7% |
| All | +324.6% | +284.4% | +40.1% | +116.4% |
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