+39.0%
OKE vs CAG
-18.8%
+57.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.2% | -5.7% | +6.9% | +1.9% |
| 30D | +4.5% | -2.4% | +6.9% | +4.7% |
| 3M | +9.6% | +9.8% | -0.2% | +7.4% |
| 6M | +15.4% | -10.8% | +26.2% | +16.9% |
| YTD | +36.5% | -10.8% | +47.3% | +37.5% |
| 1Y | +39.0% | -19.0% | +57.9% | +42.3% |
| All | +39.0% | -18.8% | +57.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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