+604.3%
CEG vs OKE
+101.6%
+502.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | -4.8% | +1.2% | -6.0% | -5.3% |
| 30D | +2.3% | +4.5% | -2.2% | +0.2% |
| 3M | +15.6% | +9.6% | +6.0% | +10.3% |
| 6M | -5.0% | +15.4% | -20.4% | -12.6% |
| YTD | -19.0% | +36.5% | -55.5% | -32.7% |
| 1Y | -10.0% | +39.0% | -48.9% | -26.6% |
| 3Y | +163.9% | +74.3% | +89.6% | +96.7% |
| All | +604.3% | +101.6% | +502.7% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling