+5.6%
CNC vs OKE
+138.0%
-132.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.4% |
| 7D | -0.9% | +1.2% | -2.2% | -1.1% |
| 30D | -1.0% | +4.5% | -5.5% | -1.6% |
| 3M | +4.5% | +9.6% | -5.1% | +3.0% |
| 6M | +85.2% | +15.4% | +69.8% | +80.7% |
| YTD | +61.4% | +36.5% | +24.9% | +53.4% |
| 1Y | +94.9% | +39.0% | +55.9% | +84.6% |
| 3Y | 0.0% | +74.3% | -74.3% | -14.4% |
| All | +5.6% | +138.0% | -132.4% | -16.0% |
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