+258.5%
OKE vs CDW
+300.6%
-42.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.8% | -6.9% | -2.9% |
| 7D | +1.2% | +0.9% | +0.3% | +0.5% |
| 30D | +4.5% | +13.1% | -8.6% | -2.7% |
| 3M | +9.6% | +19.7% | -10.1% | -2.4% |
| 6M | +15.4% | +30.7% | -15.3% | -5.7% |
| YTD | +36.5% | +14.7% | +21.8% | +19.1% |
| 1Y | +39.0% | -5.3% | +44.3% | +34.5% |
| 3Y | +74.3% | -23.8% | +98.1% | +83.1% |
| 5Y | +141.2% | -16.8% | +158.0% | +129.4% |
| All | +258.5% | +300.6% | -42.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling