-48.2%
CLF vs OKE
+136.5%
-184.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -3.2% | +6.1% | -9.3% | -6.8% |
| 3M | -5.0% | +10.4% | -15.4% | -11.5% |
| 6M | +26.6% | +14.2% | +12.4% | +12.8% |
| YTD | -9.0% | +35.3% | -44.3% | -28.7% |
| 1Y | +11.8% | +40.6% | -28.8% | -15.3% |
| 3Y | -15.1% | +72.2% | -87.3% | -48.4% |
| All | -48.2% | +136.5% | -184.7% | -78.3% |
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