+639.7%
CEG vs OKE
+103.5%
+536.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.9% |
| 7D | +6.7% | +1.9% | +4.8% | +5.8% |
| 30D | +11.0% | +12.8% | -1.9% | +5.0% |
| 3M | +19.5% | +11.9% | +7.5% | +12.8% |
| 6M | -5.9% | +14.9% | -20.7% | -13.2% |
| YTD | -15.0% | +37.7% | -52.7% | -29.6% |
| 1Y | +0.6% | +44.1% | -43.4% | -19.6% |
| 3Y | +180.6% | +75.3% | +105.4% | +108.7% |
| All | +639.7% | +103.5% | +536.2% | +419.6% |
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