-3.1%
CMG vs OKE
+138.0%
-141.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | +10.9% | +4.5% | +6.4% | +9.6% |
| 3M | +15.8% | +9.6% | +6.2% | +12.7% |
| 6M | +6.9% | +15.4% | -8.4% | +2.0% |
| YTD | -2.2% | +36.5% | -38.6% | -11.7% |
| 1Y | -7.1% | +39.0% | -46.1% | -16.8% |
| 3Y | -7.1% | +74.3% | -81.4% | -24.5% |
| All | -3.1% | +138.0% | -141.1% | -30.0% |
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 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