-7.6%
CTSH vs OKE
+43.1%
-50.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.0% |
| 7D | -0.9% | -5.2% | +4.4% | -0.9% |
| 30D | +13.1% | +1.1% | +11.9% | +12.9% |
| 3M | +17.9% | +2.2% | +15.7% | +17.7% |
| 6M | +28.5% | 0.0% | +28.5% | +28.6% |
| YTD | -19.3% | +26.5% | -45.8% | -18.3% |
| 1Y | -7.6% | +44.6% | -52.2% | -12.2% |
| All | -7.6% | +43.1% | -50.8% | -12.2% |
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