+302.1%
WMB vs CNP
+135.4%
+166.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.7% |
| 7D | +0.8% | +1.6% | -0.8% | 0.0% |
| 30D | +7.7% | -0.8% | +8.5% | +8.1% |
| 3M | +6.7% | -3.6% | +10.3% | +8.5% |
| 6M | +3.6% | -6.9% | +10.6% | +7.2% |
| YTD | +28.0% | +6.4% | +21.6% | +23.7% |
| 1Y | +37.6% | +9.9% | +27.7% | +30.8% |
| 3Y | +149.0% | +53.1% | +95.9% | +98.8% |
| 5Y | +285.3% | +72.0% | +213.4% | +188.2% |
| 10Y | +302.1% | +131.5% | +170.6% | +145.6% |
| All | +302.1% | +135.4% | +166.7% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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