+29.6%
CL vs OKE
+75.5%
-45.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.5% |
| 30D | -5.2% | +12.8% | -18.0% | -5.9% |
| 3M | +3.3% | +11.9% | -8.6% | +2.6% |
| 6M | -4.4% | +14.9% | -19.2% | -5.3% |
| YTD | +13.9% | +37.7% | -23.8% | +11.0% |
| 1Y | +7.6% | +44.1% | -36.4% | +4.5% |
| 3Y | +29.6% | +75.3% | -45.7% | +24.8% |
| All | +29.6% | +75.5% | -45.9% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling