+8.6%
CORZ vs OKE
+40.5%
-31.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | -12.1% | +4.6% | -16.7% | -10.0% |
| 3M | -32.4% | +6.9% | -39.3% | -29.0% |
| 6M | +12.4% | +15.8% | -3.4% | +20.5% |
| YTD | +19.3% | +35.2% | -15.9% | +33.2% |
| 1Y | +8.6% | +37.6% | -29.0% | +28.5% |
| All | +8.6% | +40.5% | -31.8% | +28.5% |
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