+14.0%
WMB vs CPRT
-23.4%
+37.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.6% |
| 7D | -13.8% | +6.0% | -19.9% | -12.8% |
| 30D | -10.3% | +20.0% | -30.3% | -7.8% |
| 3M | -10.1% | +10.1% | -20.2% | -8.4% |
| 6M | -11.8% | -4.3% | -7.5% | -11.1% |
| YTD | +8.9% | -18.4% | +27.3% | +7.5% |
| 1Y | +14.0% | -20.1% | +34.1% | +13.1% |
| All | +14.0% | -23.4% | +37.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling