-42.6%
CCL vs OKE
+266.1%
-308.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -3.2% | +1.2% | -4.5% | -4.1% |
| 30D | -17.8% | +4.5% | -22.3% | -20.5% |
| 3M | -18.7% | +9.6% | -28.3% | -25.0% |
| 6M | -11.4% | +15.4% | -26.8% | -23.6% |
| YTD | -24.3% | +36.5% | -60.8% | -43.4% |
| 1Y | -28.8% | +39.0% | -67.8% | -47.6% |
| 3Y | +49.3% | +74.3% | -25.0% | -10.5% |
| 5Y | +1.6% | +141.2% | -139.6% | -52.8% |
| All | -42.6% | +266.1% | -308.7% | -77.8% |
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 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