+4,731.1%
OKE vs CCI
+902.7%
+3,828.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +4.5% | +2.2% | +2.3% | +4.1% |
| 3M | +9.6% | -16.9% | +26.5% | +12.6% |
| 6M | +15.4% | -11.5% | +26.9% | +17.1% |
| YTD | +36.5% | -12.8% | +49.3% | +38.6% |
| 1Y | +39.0% | -17.1% | +56.0% | +42.1% |
| 3Y | +74.3% | -9.6% | +83.9% | +74.5% |
| 5Y | +141.2% | -48.9% | +190.1% | +162.4% |
| 10Y | +262.1% | +23.2% | +238.9% | +250.3% |
| All | +4,731.1% | +902.7% | +3,828.4% | +3,460.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling