+15,818.3%
OKE vs CAG
+569.4%
+15,249.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | 0.0% | -5.9% | +5.9% | +1.5% |
| 30D | +4.6% | -1.5% | +6.1% | +4.9% |
| 3M | +6.9% | +11.5% | -4.5% | +3.4% |
| 6M | +15.8% | -15.7% | +31.4% | +20.0% |
| YTD | +35.2% | -10.2% | +45.4% | +37.5% |
| 1Y | +37.6% | -18.1% | +55.6% | +43.1% |
| 3Y | +72.0% | -39.4% | +111.4% | +90.7% |
| 5Y | +139.0% | -42.6% | +181.5% | +167.1% |
| 10Y | +258.7% | -35.6% | +294.3% | +273.6% |
| All | +15,818.3% | +569.4% | +15,249.0% | +10,150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling