+201.6%
CAT vs OKE
+70.9%
+130.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -2.6% | +6.1% | -8.7% | -4.1% |
| 3M | -10.7% | +10.4% | -21.1% | -13.4% |
| 6M | +16.1% | +14.2% | +2.0% | +10.5% |
| YTD | +43.2% | +35.3% | +7.9% | +27.1% |
| 1Y | +96.8% | +40.6% | +56.2% | +71.3% |
| All | +201.6% | +70.9% | +130.7% | +123.7% |
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