+134.0%
CNC vs OKE
+35.9%
+98.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +3.5% | +0.7% | +2.8% | +3.5% |
| 30D | +0.1% | +9.4% | -9.3% | -0.4% |
| 3M | +6.9% | +8.6% | -1.6% | +6.4% |
| 6M | +49.0% | +15.3% | +33.7% | +47.5% |
| YTD | +62.9% | +34.8% | +28.1% | +62.6% |
| 1Y | +134.0% | +35.3% | +98.7% | +145.9% |
| All | +134.0% | +35.9% | +98.1% | +145.9% |
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 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