+35.3%
OKE vs CCI
-18.8%
+54.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.2% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +9.4% | +2.7% | +6.7% | +9.1% |
| 3M | +8.6% | -18.2% | +26.8% | +10.1% |
| 6M | +15.3% | -14.8% | +30.1% | +16.7% |
| YTD | +34.8% | -12.6% | +47.4% | +35.6% |
| 1Y | +35.3% | -16.7% | +52.0% | +35.4% |
| All | +35.3% | -18.8% | +54.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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