-4.5%
CDNS vs OKE
+12.9%
-17.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.5% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +6.1% | -20.3% | -12.3% |
| 3M | -27.2% | +10.4% | -37.6% | -24.4% |
| 6M | -4.5% | +14.2% | -18.7% | -0.1% |
| All | -4.5% | +12.9% | -17.5% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling