+218.9%
CTVA vs OKE
+131.0%
+88.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.7% | 0.0% | -4.6% | -4.7% |
| 30D | +11.1% | +4.6% | +6.5% | +9.4% |
| 3M | +13.7% | +6.9% | +6.8% | +10.9% |
| 6M | +11.2% | +15.8% | -4.5% | +5.3% |
| YTD | +26.9% | +35.2% | -8.3% | +13.9% |
| 1Y | +18.8% | +37.6% | -18.8% | +5.9% |
| 3Y | +75.9% | +72.0% | +3.9% | +43.3% |
| 5Y | +105.2% | +139.0% | -33.7% | +49.0% |
| All | +218.9% | +131.0% | +88.0% | +126.6% |
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