+1,325.8%
CRWD vs OKE
+135.0%
+1,190.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | -6.8% | +4.5% | -11.3% | -7.8% |
| 3M | +19.6% | +9.6% | +10.0% | +16.6% |
| 6M | +87.1% | +15.4% | +71.7% | +79.3% |
| YTD | +76.4% | +36.5% | +40.0% | +61.8% |
| 1Y | +90.8% | +39.0% | +51.8% | +73.8% |
| 3Y | +380.0% | +74.3% | +305.7% | +316.4% |
| 5Y | +215.6% | +141.2% | +74.4% | +156.9% |
| All | +1,325.8% | +135.0% | +1,190.7% | +1,048.6% |
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