+144.0%
OKE vs CF
+222.3%
-78.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +12.8% | +18.1% | -5.2% | +7.0% |
| 3M | +11.9% | +23.4% | -11.4% | +4.6% |
| 6M | +14.9% | +17.1% | -2.2% | +7.6% |
| YTD | +37.7% | +76.2% | -38.5% | +12.8% |
| 1Y | +44.1% | +62.3% | -18.2% | +20.8% |
| 3Y | +75.3% | +71.8% | +3.4% | +41.1% |
| 5Y | +144.0% | +234.6% | -90.5% | +39.7% |
| All | +144.0% | +222.3% | -78.2% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling