+74.3%
OKE vs CAG
-39.7%
+114.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.2% | -5.7% | +6.9% | +1.8% |
| 30D | +4.5% | -2.4% | +6.9% | +4.7% |
| 3M | +9.6% | +9.8% | -0.2% | +8.0% |
| 6M | +15.4% | -10.8% | +26.2% | +16.4% |
| YTD | +36.5% | -10.8% | +47.3% | +37.5% |
| 1Y | +39.0% | -19.0% | +57.9% | +41.3% |
| 3Y | +74.3% | -39.7% | +114.0% | +79.7% |
| All | +74.3% | -39.7% | +114.0% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling