+273.5%
WMB vs CPNG
-75.9%
+349.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.1% | +1.0% |
| 7D | +8.1% | -6.9% | +15.0% | +8.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.0% |
| 3M | -5.1% | -6.3% | +1.2% | -4.9% |
| 6M | -5.7% | -3.8% | -1.9% | -6.0% |
| YTD | +18.1% | -35.2% | +53.2% | +20.7% |
| 1Y | +18.4% | -47.0% | +65.4% | +22.8% |
| 3Y | +122.7% | -0.2% | +122.9% | +119.7% |
| 5Y | +202.0% | -42.5% | +244.5% | +192.6% |
| All | +273.5% | -75.9% | +349.4% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling