-13.0%
CTSH vs OKE
+40.5%
-53.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.9% |
| 7D | -3.7% | +1.2% | -5.0% | -3.7% |
| 30D | +3.7% | +4.5% | -0.8% | +3.6% |
| 3M | +17.9% | +9.6% | +8.3% | +17.6% |
| 6M | -2.6% | +15.4% | -18.0% | -2.8% |
| YTD | -26.4% | +36.5% | -62.9% | -27.5% |
| 1Y | -13.0% | +39.0% | -52.0% | -12.2% |
| All | -13.0% | +40.5% | -53.5% | -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