+199.8%
OKE vs CFG
+386.5%
-186.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | +6.1% | -4.5% | +10.6% | +8.7% |
| 3M | +10.4% | +6.3% | +4.1% | +6.0% |
| 6M | +14.2% | +20.6% | -6.5% | +1.2% |
| YTD | +35.3% | +21.2% | +14.1% | +18.7% |
| 1Y | +40.6% | +38.2% | +2.4% | +13.7% |
| 3Y | +72.2% | +185.9% | -113.7% | -14.2% |
| 5Y | +139.6% | +97.0% | +42.6% | +40.1% |
| 10Y | +259.1% | +306.8% | -47.7% | +28.0% |
| All | +199.8% | +386.5% | -186.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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