+3,419.7%
CLS vs OKE
+4,121.4%
-701.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.5% | +4.7% |
| 7D | +12.8% | +1.9% | +10.9% | +11.9% |
| 30D | +3.8% | +12.8% | -9.0% | -1.6% |
| 3M | -14.6% | +11.9% | -26.6% | -19.8% |
| 6M | +32.2% | +14.9% | +17.4% | +21.6% |
| YTD | +11.6% | +37.7% | -26.1% | -6.1% |
| 1Y | +35.1% | +44.1% | -9.0% | +10.8% |
| 3Y | +1,312.5% | +75.3% | +1,237.3% | +975.5% |
| 5Y | +3,542.1% | +144.0% | +3,398.0% | +2,289.4% |
| 10Y | +2,944.0% | +249.7% | +2,694.3% | +1,391.7% |
| All | +3,419.7% | +4,121.4% | -701.7% | +405.5% |
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