-29.6%
CLS vs OKE
+43.1%
-72.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.6% | -5.4% | -10.7% |
| 7D | -21.1% | -5.2% | -15.9% | -23.1% |
| 30D | -38.2% | +1.1% | -39.4% | -37.6% |
| 3M | -36.3% | +2.2% | -38.5% | -35.1% |
| 6M | -43.8% | 0.0% | -43.8% | -42.9% |
| YTD | -20.0% | +26.5% | -46.6% | -12.8% |
| 1Y | -29.6% | +44.6% | -74.2% | -21.7% |
| All | -29.6% | +43.1% | -72.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling