+5,760.6%
CRM vs OKE
+2,943.3%
+2,817.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -4.4% | +1.2% | -5.7% | -4.9% |
| 30D | +28.1% | +4.5% | +23.7% | +26.1% |
| 3M | +48.8% | +9.6% | +39.2% | +43.8% |
| 6M | +28.3% | +15.4% | +12.9% | +21.0% |
| YTD | -6.0% | +36.5% | -42.5% | -16.7% |
| 1Y | +1.4% | +39.0% | -37.5% | -10.9% |
| 3Y | +11.8% | +74.3% | -62.4% | -10.5% |
| 5Y | -2.0% | +141.2% | -143.2% | -30.4% |
| 10Y | +239.6% | +262.1% | -22.5% | +74.0% |
| All | +5,760.6% | +2,943.3% | +2,817.3% | +1,024.6% |
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