+1,877.1%
CVS vs OKE
+15,943.7%
-14,066.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | +1.9% | +4.6% | -2.7% | +1.0% |
| 3M | -2.2% | +6.9% | -9.1% | -3.7% |
| 6M | +26.7% | +15.8% | +11.0% | +22.4% |
| YTD | +22.9% | +35.2% | -12.3% | +14.7% |
| 1Y | +32.9% | +37.6% | -4.7% | +23.5% |
| 3Y | +62.3% | +72.0% | -9.7% | +41.8% |
| 5Y | +34.2% | +139.0% | -104.7% | +8.3% |
| 10Y | +41.8% | +258.7% | -217.0% | -4.0% |
| All | +1,877.1% | +15,943.7% | -14,066.6% | +488.7% |
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