+158.3%
CAT vs OKE
+62.2%
+96.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +7.4% | +5.4% | +2.1% | +6.1% |
| 30D | -19.7% | -1.3% | -18.3% | -19.5% |
| 3M | -29.6% | -2.0% | -27.6% | -29.4% |
| 6M | -33.2% | +3.4% | -36.6% | -34.3% |
| YTD | +5.7% | +28.2% | -22.5% | -4.9% |
| 1Y | +9.3% | +35.7% | -26.3% | -4.0% |
| 3Y | +158.3% | +61.0% | +97.3% | +93.3% |
| All | +158.3% | +62.2% | +96.1% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 3y: compounded portfolio wealth divided by compounded OKE 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…
3y analysis · Full analysis span regression · 6 months rolling