+52.9%
CL vs OKE
+262.7%
-209.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.8% | +4.6% | -9.4% | -5.2% |
| 3M | -1.7% | +6.9% | -8.7% | -2.4% |
| 6M | -3.8% | +15.8% | -19.6% | -5.4% |
| YTD | +13.3% | +35.2% | -21.9% | +9.7% |
| 1Y | +8.3% | +37.6% | -29.3% | +4.6% |
| 3Y | +28.8% | +72.0% | -43.2% | +20.9% |
| 5Y | +28.5% | +139.0% | -110.4% | +16.0% |
| All | +52.9% | +262.7% | -209.7% | +31.8% |
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