+34.0%
CDE vs OKE
+40.5%
-6.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.5% |
| 7D | -3.1% | +1.2% | -4.4% | -2.6% |
| 30D | +9.5% | +4.5% | +5.0% | +11.2% |
| 3M | +25.5% | +9.6% | +15.9% | +29.5% |
| 6M | -7.9% | +15.4% | -23.3% | -7.1% |
| YTD | +15.6% | +36.5% | -20.9% | +13.1% |
| 1Y | +34.0% | +39.0% | -4.9% | +24.7% |
| All | +34.0% | +40.5% | -6.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling