+5,728.5%
CDNS vs OKE
+15,943.7%
-10,215.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.2% |
| 3M | -26.0% | +6.9% | -33.0% | -27.9% |
| 6M | -2.8% | +15.8% | -18.6% | -8.1% |
| YTD | -8.8% | +35.2% | -44.0% | -18.0% |
| 1Y | -15.8% | +37.6% | -53.4% | -24.9% |
| 3Y | +19.7% | +72.0% | -52.3% | -1.0% |
| 5Y | +70.8% | +139.0% | -68.2% | +26.6% |
| 10Y | +1,038.0% | +258.7% | +779.3% | +538.4% |
| All | +5,728.5% | +15,943.7% | -10,215.1% | +911.3% |
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 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