+27.1%
OKE vs CAI
-9.9%
+36.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +1.0% |
| 7D | +1.2% | -2.9% | +4.2% | +1.1% |
| 30D | +4.5% | +9.3% | -4.9% | +5.0% |
| 3M | +9.6% | +35.2% | -25.6% | +11.2% |
| 6M | +15.4% | +30.7% | -15.3% | +17.2% |
| YTD | +36.5% | -9.8% | +46.2% | +37.4% |
| 1Y | +39.0% | -28.9% | +67.8% | +40.3% |
| All | +27.1% | -9.9% | +36.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling