+3,023.3%
WMB vs CPRT
+22,620.0%
-19,596.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.1% |
| 7D | -13.8% | +6.0% | -19.9% | -15.2% |
| 30D | -10.3% | +20.0% | -30.3% | -14.6% |
| 3M | -10.1% | +10.1% | -20.2% | -13.0% |
| 6M | -11.8% | -4.3% | -7.5% | -12.2% |
| YTD | +8.9% | -18.4% | +27.3% | +12.3% |
| 1Y | +14.0% | -20.1% | +34.1% | +18.0% |
| 3Y | +100.5% | -30.4% | +130.9% | +112.0% |
| 5Y | +179.5% | -17.0% | +196.5% | +177.7% |
| 10Y | +272.7% | +403.2% | -130.5% | +136.1% |
| All | +3,023.3% | +22,620.0% | -19,596.7% | +1,052.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling