+1,660.3%
OKE vs CF
+5,565.9%
-3,905.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +3.0% | +5.4% | -2.3% | +1.2% |
| 30D | -3.8% | +6.5% | -10.3% | -6.1% |
| 3M | -2.8% | +4.6% | -7.5% | -5.0% |
| 6M | +2.8% | -3.3% | +6.1% | +3.1% |
| YTD | +26.9% | +63.9% | -37.0% | +3.7% |
| 1Y | +35.4% | +50.4% | -15.1% | +13.9% |
| 3Y | +60.1% | +68.2% | -8.1% | +26.2% |
| 5Y | +84.0% | +113.8% | -29.9% | +27.2% |
| 10Y | +238.7% | +479.3% | -240.6% | +67.1% |
| All | +1,660.3% | +5,565.9% | -3,905.6% | +358.9% |
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