+696.9%
CLF vs OKE
+15,895.1%
-15,198.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | +0.7% | +6.9% | +7.1% |
| 30D | -1.2% | +9.4% | -10.6% | -6.7% |
| 3M | -13.4% | +8.6% | -21.9% | -18.3% |
| 6M | +15.4% | +15.3% | +0.1% | +3.0% |
| YTD | -5.9% | +34.8% | -40.7% | -24.0% |
| 1Y | +18.8% | +35.3% | -16.4% | -4.8% |
| 3Y | -19.4% | +69.5% | -88.9% | -44.9% |
| 5Y | -47.7% | +135.2% | -182.9% | -70.5% |
| 10Y | +130.4% | +261.7% | -131.3% | -13.5% |
| All | +696.9% | +15,895.1% | -15,198.2% | -1.4% |
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 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