+278.8%
WMB vs CPRT
-7.1%
+285.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.3% |
| 30D | +3.3% | +16.6% | -13.4% | +1.2% |
| 3M | +3.1% | +9.6% | -6.5% | +1.8% |
| 6M | -0.7% | -11.1% | +10.4% | +0.9% |
| YTD | +25.2% | -13.9% | +39.0% | +27.5% |
| 1Y | +32.9% | -32.5% | +65.4% | +41.0% |
| 3Y | +140.6% | -25.0% | +165.6% | +148.9% |
| All | +278.8% | -7.1% | +285.9% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling