+475.3%
OKE vs CDW
+851.1%
-375.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +4.7% |
| 7D | +1.9% | -3.9% | +5.8% | +3.7% |
| 30D | +12.8% | +6.9% | +5.9% | +8.2% |
| 3M | +11.9% | +7.7% | +4.3% | +5.4% |
| 6M | +14.9% | +18.3% | -3.5% | -0.5% |
| YTD | +37.7% | +7.8% | +30.0% | +24.5% |
| 1Y | +44.1% | -12.2% | +56.2% | +44.8% |
| 3Y | +75.3% | -28.9% | +104.2% | +90.5% |
| 5Y | +144.0% | -22.8% | +166.8% | +143.2% |
| 10Y | +249.7% | +266.1% | -16.3% | +62.4% |
| All | +475.3% | +851.1% | -375.8% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling