+149.0%
WMB vs CPNG
-19.7%
+168.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.5% |
| 7D | +0.8% | -6.3% | +7.1% | +1.2% |
| 30D | +7.7% | -8.7% | +16.5% | +8.3% |
| 3M | +6.7% | -2.4% | +9.1% | +6.2% |
| 6M | +3.6% | -22.3% | +26.0% | +5.2% |
| YTD | +28.0% | -37.2% | +65.2% | +33.0% |
| 1Y | +37.6% | -53.0% | +90.6% | +48.4% |
| 3Y | +149.0% | -20.0% | +169.1% | +146.6% |
| All | +149.0% | -19.7% | +168.8% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling