+776.5%
CCL vs OKE
+15,960.4%
-15,183.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -18.2% | +6.1% | -24.3% | -20.5% |
| 3M | -17.7% | +10.4% | -28.2% | -22.4% |
| 6M | -13.0% | +14.2% | -27.2% | -20.5% |
| YTD | -24.5% | +35.3% | -59.8% | -37.0% |
| 1Y | -26.9% | +40.6% | -67.6% | -40.3% |
| 3Y | +50.8% | +72.2% | -21.5% | +11.0% |
| 5Y | -0.9% | +139.6% | -140.5% | -36.9% |
| 10Y | -41.7% | +259.1% | -300.8% | -68.6% |
| All | +776.5% | +15,960.4% | -15,183.9% | +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 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