+374.9%
CPRT vs OKE
+266.1%
+108.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | +3.3% | +4.5% | -1.2% | +2.2% |
| 3M | -3.6% | +9.6% | -13.2% | -5.8% |
| 6M | -15.8% | +15.4% | -31.1% | -19.0% |
| YTD | -23.5% | +36.5% | -60.0% | -29.4% |
| 1Y | -38.8% | +39.0% | -77.7% | -43.8% |
| 3Y | -33.4% | +74.3% | -107.7% | -42.9% |
| 5Y | -16.4% | +141.2% | -157.6% | -34.3% |
| All | +374.9% | +266.1% | +108.9% | +220.1% |
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