+80.6%
CRWD vs OKE
+43.1%
+37.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.7% |
| 7D | -9.6% | -5.2% | -4.4% | -9.9% |
| 30D | -11.6% | +1.1% | -12.8% | -11.3% |
| 3M | +14.1% | +2.2% | +11.9% | +14.8% |
| 6M | +105.4% | 0.0% | +105.4% | +106.7% |
| YTD | +105.6% | +26.5% | +79.1% | +111.5% |
| 1Y | +80.6% | +44.6% | +35.9% | +87.7% |
| All | +80.6% | +43.1% | +37.4% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling