+30.8%
CVS vs OKE
+40.5%
-9.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -2.2% | +1.2% | -3.4% | -2.3% |
| 30D | -0.1% | +4.5% | -4.6% | -0.5% |
| 3M | -5.2% | +9.6% | -14.8% | -6.1% |
| 6M | +26.9% | +15.4% | +11.5% | +24.5% |
| YTD | +22.1% | +36.5% | -14.4% | +19.1% |
| 1Y | +30.8% | +39.0% | -8.2% | +26.5% |
| All | +30.8% | +40.5% | -9.7% | +26.5% |
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