+1,630.8%
OKE vs CF
+5,449.8%
-3,819.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | -5.0% | +4.8% | -9.7% | -6.6% |
| 30D | -1.6% | +9.7% | -11.3% | -4.9% |
| 3M | -2.2% | +1.2% | -3.5% | -3.3% |
| 6M | +5.0% | +7.4% | -2.4% | +1.4% |
| YTD | +24.8% | +60.5% | -35.8% | +2.7% |
| 1Y | +35.1% | +50.7% | -15.7% | +13.5% |
| 3Y | +57.5% | +64.8% | -7.3% | +25.0% |
| 5Y | +81.5% | +115.8% | -34.3% | +25.1% |
| 10Y | +225.3% | +481.0% | -255.7% | +60.6% |
| All | +1,630.8% | +5,449.8% | -3,819.0% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling