+124.6%
CLF vs OKE
+266.1%
-141.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | -3.5% | +1.2% | -4.8% | -4.3% |
| 30D | -1.6% | +4.5% | -6.0% | -4.3% |
| 3M | -12.0% | +9.6% | -21.6% | -17.3% |
| 6M | +30.0% | +15.4% | +14.6% | +16.1% |
| YTD | -9.2% | +36.5% | -45.6% | -27.3% |
| 1Y | +2.3% | +39.0% | -36.7% | -19.4% |
| 3Y | -14.4% | +74.3% | -88.7% | -42.6% |
| 5Y | -48.3% | +141.2% | -189.5% | -71.3% |
| All | +124.6% | +266.1% | -141.5% | -15.9% |
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