+607.3%
CEG vs OKE
+99.7%
+507.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +2.9% | +4.6% | -1.7% | +0.7% |
| 3M | +18.2% | +6.9% | +11.3% | +14.0% |
| 6M | -9.5% | +15.8% | -25.3% | -17.0% |
| YTD | -18.7% | +35.2% | -53.9% | -32.1% |
| 1Y | -10.1% | +37.6% | -47.7% | -26.4% |
| 3Y | +168.3% | +72.0% | +96.3% | +101.2% |
| All | +607.3% | +99.7% | +507.6% | +401.0% |
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