-69.3%
CPNG vs OKE
+157.6%
-226.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.7% |
| 7D | -1.1% | +1.2% | -2.4% | -1.6% |
| 30D | -7.4% | +4.5% | -11.8% | -8.9% |
| 3M | -12.3% | +9.6% | -22.0% | -15.7% |
| 6M | -19.4% | +15.4% | -34.8% | -24.7% |
| YTD | -35.9% | +36.5% | -72.4% | -44.5% |
| 1Y | -53.4% | +39.0% | -92.4% | -60.1% |
| 3Y | -20.0% | +74.3% | -94.3% | -41.6% |
| 5Y | -49.6% | +141.2% | -190.8% | -65.1% |
| All | -69.3% | +157.6% | -226.9% | -78.4% |
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