+242.0%
COF vs OKE
+266.1%
-24.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | -5.1% | +1.2% | -6.4% | -5.8% |
| 30D | -6.0% | +4.5% | -10.5% | -8.1% |
| 3M | +14.8% | +9.6% | +5.2% | +8.9% |
| 6M | +15.3% | +15.4% | 0.0% | +5.2% |
| YTD | -13.0% | +36.5% | -49.5% | -27.7% |
| 1Y | -5.7% | +39.0% | -44.7% | -22.5% |
| 3Y | +118.1% | +74.3% | +43.8% | +57.7% |
| 5Y | +46.2% | +141.2% | -95.0% | -11.3% |
| All | +242.0% | +266.1% | -24.1% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling