+11.7%
CMI vs OKE
+43.1%
-31.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.1% | -6.3% |
| 7D | -11.2% | -5.2% | -6.0% | -12.0% |
| 30D | -9.8% | +1.1% | -11.0% | -9.5% |
| 3M | -25.5% | +2.2% | -27.7% | -24.7% |
| 6M | -27.7% | 0.0% | -27.7% | -27.3% |
| YTD | -6.6% | +26.5% | -33.1% | -6.1% |
| 1Y | +11.7% | +44.6% | -32.9% | +7.8% |
| All | +11.7% | +43.1% | -31.5% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling