+139.0%
OKE vs CDW
-23.8%
+162.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | 0.0% | -7.4% | +7.3% | +2.1% |
| 30D | +4.6% | +5.8% | -1.3% | +2.4% |
| 3M | +6.9% | +10.8% | -3.9% | +2.4% |
| 6M | +15.8% | +21.5% | -5.7% | +5.2% |
| YTD | +35.2% | +6.4% | +28.8% | +28.5% |
| 1Y | +37.6% | -14.8% | +52.4% | +42.3% |
| 3Y | +72.0% | -29.9% | +101.9% | +84.7% |
| 5Y | +139.0% | -22.9% | +161.8% | +143.9% |
| All | +139.0% | -23.8% | +162.8% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling