-0.7%
WMB vs CPRT
-12.1%
+11.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | +0.6% | +2.2% | -1.6% | +0.8% |
| 30D | +3.3% | +16.6% | -13.4% | +4.1% |
| 3M | +3.1% | +9.6% | -6.5% | +4.2% |
| 6M | -0.7% | -11.1% | +10.4% | -1.2% |
| All | -0.7% | -12.1% | +11.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling