+19,339.2%
CMI vs OKE
+16,094.5%
+3,244.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -0.7% | +1.2% | -2.0% | -1.2% |
| 30D | -12.4% | +4.5% | -16.9% | -13.9% |
| 3M | -14.8% | +9.6% | -24.4% | -18.1% |
| 6M | +0.8% | +15.4% | -14.6% | -5.9% |
| YTD | +10.2% | +36.5% | -26.3% | -3.9% |
| 1Y | +37.4% | +39.0% | -1.5% | +18.7% |
| 3Y | +153.3% | +74.3% | +79.0% | +98.6% |
| 5Y | +167.6% | +141.2% | +26.4% | +82.8% |
| 10Y | +514.4% | +262.1% | +252.3% | +197.6% |
| All | +19,339.2% | +16,094.5% | +3,244.7% | +2,897.0% |
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 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