+259.9%
WMB vs CFG
+248.3%
+11.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +2.5% |
| 7D | -6.7% | +0.3% | -6.9% | -6.8% |
| 30D | -8.6% | +3.2% | -11.8% | -9.8% |
| 3M | -4.9% | -9.7% | +4.8% | -1.1% |
| 6M | -6.3% | +3.6% | -9.9% | -8.3% |
| YTD | +13.0% | +14.7% | -1.7% | +5.2% |
| 1Y | +14.9% | +29.6% | -14.6% | +1.5% |
| 3Y | +113.4% | +190.6% | -77.2% | +27.0% |
| 5Y | +190.2% | +67.1% | +123.1% | +110.7% |
| 10Y | +259.9% | +237.0% | +22.8% | +69.2% |
| All | +259.9% | +248.3% | +11.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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