+73.1%
CDNS vs OKE
+135.8%
-62.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -6.5% | 0.0% | -6.5% | -6.6% |
| 30D | -13.0% | +4.6% | -17.6% | -14.3% |
| 3M | -26.0% | +6.9% | -33.0% | -28.0% |
| 6M | -2.8% | +15.8% | -18.6% | -8.8% |
| YTD | -8.8% | +35.2% | -44.0% | -19.9% |
| 1Y | -15.8% | +37.6% | -53.4% | -26.8% |
| 3Y | +19.7% | +72.0% | -52.3% | -6.3% |
| All | +73.1% | +135.8% | -62.7% | +18.5% |
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