+32,929.6%
CTSH vs OKE
+4,392.9%
+28,536.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.6% |
| 7D | -5.5% | +1.9% | -7.4% | -6.1% |
| 30D | +4.5% | +12.8% | -8.3% | 0.0% |
| 3M | +13.7% | +11.9% | +1.8% | +8.9% |
| 6M | -8.4% | +14.9% | -23.3% | -13.7% |
| YTD | -26.5% | +37.7% | -64.2% | -35.4% |
| 1Y | -13.9% | +44.1% | -58.0% | -25.7% |
| 3Y | -11.3% | +75.3% | -86.6% | -30.2% |
| 5Y | -14.8% | +144.0% | -158.9% | -41.5% |
| 10Y | +22.5% | +249.7% | -227.2% | -38.5% |
| All | +32,929.6% | +4,392.9% | +28,536.7% | +4,023.3% |
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