+1,249.5%
CLS vs OKE
+70.8%
+1,178.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +4.8% | +4.6% | +0.2% | +3.0% |
| 3M | -10.4% | +6.9% | -17.3% | -13.5% |
| 6M | +20.8% | +15.8% | +5.1% | +10.1% |
| YTD | +10.0% | +35.2% | -25.2% | -10.4% |
| 1Y | +28.5% | +37.6% | -9.1% | +2.6% |
| All | +1,249.5% | +70.8% | +1,178.7% | +991.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling