+3,860.6%
CLS vs OKE
+138.0%
+3,722.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.6% | +6.1% |
| 7D | +10.9% | +1.2% | +9.7% | +10.3% |
| 30D | +2.1% | +4.5% | -2.4% | -0.2% |
| 3M | -10.2% | +9.6% | -19.8% | -15.4% |
| 6M | +30.4% | +15.4% | +15.0% | +17.3% |
| YTD | +17.2% | +36.5% | -19.2% | -6.3% |
| 1Y | +41.0% | +39.0% | +2.1% | +10.4% |
| 3Y | +1,338.0% | +74.3% | +1,263.7% | +909.9% |
| All | +3,860.6% | +138.0% | +3,722.5% | +1,887.1% |
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