+22.2%
CTSH vs OKE
+266.1%
-243.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.6% |
| 7D | -3.7% | +1.2% | -5.0% | -4.0% |
| 30D | +3.7% | +4.5% | -0.8% | +2.4% |
| 3M | +17.9% | +9.6% | +8.3% | +14.9% |
| 6M | -2.6% | +15.4% | -18.0% | -6.8% |
| YTD | -26.4% | +36.5% | -62.9% | -32.9% |
| 1Y | -13.0% | +39.0% | -52.0% | -21.2% |
| 3Y | -11.2% | +74.3% | -85.5% | -25.2% |
| 5Y | -14.3% | +141.2% | -155.5% | -34.1% |
| All | +22.2% | +266.1% | -243.9% | -16.1% |
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