+262.8%
WMB vs CPNG
-74.3%
+337.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.5% |
| 7D | -6.9% | +7.2% | -14.1% | -7.3% |
| 30D | -7.2% | +3.2% | -10.4% | -7.4% |
| 3M | -5.4% | +0.9% | -6.3% | -5.6% |
| 6M | -4.9% | -3.8% | -1.0% | -5.0% |
| YTD | +14.7% | -30.8% | +45.5% | +16.8% |
| 1Y | +14.7% | -43.5% | +58.2% | +18.6% |
| 3Y | +116.4% | +6.6% | +109.8% | +112.7% |
| 5Y | +198.5% | -45.3% | +243.8% | +187.3% |
| All | +262.8% | -74.3% | +337.1% | +237.8% |
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