+25,955.5%
CAT vs OKE
+16,094.5%
+9,861.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.3% |
| 7D | +0.6% | +1.2% | -0.7% | +0.1% |
| 30D | -4.3% | +4.5% | -8.8% | -5.9% |
| 3M | -8.6% | +9.6% | -18.2% | -12.1% |
| 6M | +16.1% | +15.4% | +0.7% | +8.8% |
| YTD | +43.8% | +36.5% | +7.3% | +26.1% |
| 1Y | +91.5% | +39.0% | +52.5% | +66.1% |
| 3Y | +202.7% | +74.3% | +128.4% | +138.6% |
| 5Y | +335.1% | +141.2% | +193.9% | +202.2% |
| 10Y | +1,161.7% | +262.1% | +899.7% | +562.4% |
| All | +25,955.5% | +16,094.5% | +9,861.0% | +4,413.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling