+4,013.6%
CMG vs OKE
+2,094.5%
+1,919.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | +10.9% | +4.5% | +6.4% | +9.5% |
| 3M | +15.8% | +9.6% | +6.2% | +12.5% |
| 6M | +6.9% | +15.4% | -8.4% | +1.9% |
| YTD | -2.2% | +36.5% | -38.6% | -11.3% |
| 1Y | -7.1% | +39.0% | -46.1% | -16.3% |
| 3Y | -7.1% | +74.3% | -81.4% | -22.6% |
| 5Y | -4.8% | +141.2% | -146.0% | -28.6% |
| 10Y | +324.3% | +262.1% | +62.2% | +146.2% |
| All | +4,013.6% | +2,094.5% | +1,919.2% | +1,074.3% |
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