+73.0%
CB vs OKE
+60.6%
+12.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.5% |
| 30D | +7.4% | -3.8% | +11.2% | +8.0% |
| 3M | +8.6% | -2.8% | +11.4% | +8.9% |
| 6M | +16.1% | +2.8% | +13.3% | +15.3% |
| YTD | +20.2% | +26.9% | -6.7% | +14.4% |
| 1Y | +27.2% | +35.4% | -8.2% | +19.5% |
| All | +73.0% | +60.6% | +12.4% | +67.9% |
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