+333.5%
CAT vs OKE
+136.5%
+197.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -2.6% | +6.1% | -8.7% | -5.0% |
| 3M | -10.7% | +10.4% | -21.1% | -14.8% |
| 6M | +16.1% | +14.2% | +2.0% | +8.1% |
| YTD | +43.2% | +35.3% | +7.9% | +22.2% |
| 1Y | +96.8% | +40.6% | +56.2% | +63.9% |
| 3Y | +201.4% | +72.2% | +129.1% | +116.3% |
| All | +333.5% | +136.5% | +197.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling