-11.4%
CME vs OKE
+12.9%
-24.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.2% | +6.1% | -1.9% | +2.5% |
| 3M | +7.3% | +10.4% | -3.1% | +4.4% |
| 6M | -11.4% | +14.2% | -25.5% | -12.9% |
| All | -11.4% | +12.9% | -24.3% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling