+43.4%
CL vs OKE
+85.8%
-42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +3.2% | +5.4% | -2.1% | +2.7% |
| 30D | +8.0% | -1.3% | +9.4% | +8.1% |
| 3M | +7.9% | -2.0% | +9.9% | +8.0% |
| 6M | +14.7% | +3.4% | +11.3% | +14.1% |
| YTD | +29.2% | +28.2% | +1.0% | +25.2% |
| 1Y | +29.5% | +35.7% | -6.1% | +24.8% |
| 3Y | +40.7% | +61.0% | -20.3% | +30.7% |
| All | +43.4% | +85.8% | -42.4% | +31.4% |
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