+28.3%
CL vs OKE
+140.8%
-112.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.5% | +6.1% | -11.6% | -6.0% |
| 3M | +0.8% | +10.4% | -9.6% | -0.2% |
| 6M | -4.2% | +14.2% | -18.4% | -5.6% |
| YTD | +13.4% | +35.3% | -21.9% | +9.5% |
| 1Y | +7.1% | +40.6% | -33.6% | +2.9% |
| 3Y | +29.0% | +72.2% | -43.2% | +19.4% |
| 5Y | +28.3% | +139.6% | -111.3% | +15.1% |
| All | +28.3% | +140.8% | -112.5% | +15.1% |
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