+259.1%
OKE vs CF
+599.7%
-340.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.0% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +6.1% | +14.3% | -8.2% | -0.8% |
| 3M | +10.4% | +27.9% | -17.4% | -2.3% |
| 6M | +14.2% | +25.5% | -11.4% | -0.6% |
| YTD | +35.3% | +81.2% | -45.9% | -2.2% |
| 1Y | +40.6% | +66.5% | -25.9% | +5.3% |
| 3Y | +72.2% | +76.7% | -4.4% | +20.0% |
| 5Y | +139.6% | +237.8% | -98.2% | +3.2% |
| 10Y | +259.1% | +619.9% | -360.8% | +14.6% |
| All | +259.1% | +599.7% | -340.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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