+69.2%
CB vs OKE
+70.9%
-1.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -3.1% | +6.1% | -9.1% | -4.1% |
| 3M | +4.2% | +10.4% | -6.3% | +2.4% |
| 6M | +4.7% | +14.2% | -9.4% | +2.1% |
| YTD | +8.8% | +35.3% | -26.5% | +2.6% |
| 1Y | +22.6% | +40.6% | -18.0% | +14.7% |
| All | +69.2% | +70.9% | -1.7% | +55.9% |
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