+189.0%
CDE vs OKE
+138.0%
+50.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.7% |
| 7D | -3.1% | +1.2% | -4.4% | -3.8% |
| 30D | +9.5% | +4.5% | +5.0% | +6.7% |
| 3M | +25.5% | +9.6% | +15.9% | +17.7% |
| 6M | -7.9% | +15.4% | -23.3% | -18.4% |
| YTD | +15.6% | +36.5% | -20.9% | -8.9% |
| 1Y | +34.0% | +39.0% | -4.9% | +3.8% |
| 3Y | +791.9% | +74.3% | +717.6% | +450.8% |
| All | +189.0% | +138.0% | +50.9% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling