-31.7%
CPRT vs OKE
+70.8%
-102.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | +4.6% | +4.6% | 0.0% | +3.8% |
| 3M | -1.9% | +6.9% | -8.9% | -3.2% |
| 6M | -15.3% | +15.8% | -31.1% | -17.8% |
| YTD | -21.5% | +35.2% | -56.6% | -26.3% |
| 1Y | -36.6% | +37.6% | -74.2% | -40.8% |
| All | -31.7% | +70.8% | -102.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling