+245.6%
CRH vs OKE
+266.1%
-20.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | -9.3% | +4.5% | -13.8% | -10.7% |
| 3M | -15.2% | +9.6% | -24.8% | -18.2% |
| 6M | -14.2% | +15.4% | -29.6% | -19.5% |
| YTD | -28.3% | +36.5% | -64.7% | -36.8% |
| 1Y | -21.8% | +39.0% | -60.7% | -31.8% |
| 3Y | +71.6% | +74.3% | -2.7% | +36.3% |
| 5Y | +96.6% | +141.2% | -44.6% | +37.5% |
| All | +245.6% | +266.1% | -20.5% | +97.7% |
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