+219.2%
CB vs OKE
+262.7%
-43.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.8% | 0.0% | -2.7% | -2.8% |
| 30D | -2.4% | +4.6% | -7.0% | -3.6% |
| 3M | +2.8% | +6.9% | -4.2% | +0.7% |
| 6M | +4.8% | +15.8% | -11.0% | +0.2% |
| YTD | +9.2% | +35.2% | -26.0% | -0.2% |
| 1Y | +22.8% | +37.6% | -14.8% | +11.6% |
| 3Y | +71.1% | +72.0% | -0.9% | +43.4% |
| 5Y | +101.0% | +139.0% | -38.0% | +51.5% |
| All | +219.2% | +262.7% | -43.4% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling