+50.6%
CI vs OKE
+136.3%
-85.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +3.1% | +4.6% | -1.4% | +2.2% |
| 3M | -4.5% | +6.9% | -11.5% | -5.9% |
| 6M | +8.3% | +15.8% | -7.5% | +4.7% |
| YTD | +3.8% | +35.2% | -31.4% | -3.0% |
| 1Y | -5.0% | +37.6% | -42.6% | -11.7% |
| 3Y | +5.8% | +72.0% | -66.3% | -11.3% |
| 5Y | +50.6% | +139.0% | -88.3% | +11.5% |
| All | +50.6% | +136.3% | -85.6% | +11.5% |
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