+4,850.5%
CL vs OKE
+15,895.1%
-11,044.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -4.8% | +9.4% | -14.2% | -6.2% |
| 3M | +4.9% | +8.6% | -3.7% | +3.4% |
| 6M | -5.7% | +15.3% | -21.0% | -8.2% |
| YTD | +14.4% | +34.8% | -20.4% | +8.5% |
| 1Y | +8.7% | +35.3% | -26.5% | +3.0% |
| 3Y | +30.0% | +69.5% | -39.5% | +17.3% |
| 5Y | +28.4% | +135.2% | -106.8% | +8.3% |
| 10Y | +50.1% | +261.7% | -211.6% | +7.2% |
| All | +4,850.5% | +15,895.1% | -11,044.6% | +1,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling