+258.5%
OKE vs CG
+314.7%
-56.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.7% |
| 7D | +1.2% | -9.9% | +11.1% | +6.1% |
| 30D | +4.5% | -11.7% | +16.1% | +10.1% |
| 3M | +9.6% | -4.3% | +13.9% | +10.2% |
| 6M | +15.4% | -8.8% | +24.1% | +17.1% |
| YTD | +36.5% | -26.9% | +63.3% | +51.9% |
| 1Y | +39.0% | -35.4% | +74.4% | +63.4% |
| 3Y | +74.3% | +43.0% | +31.3% | +23.8% |
| 5Y | +141.2% | +1.9% | +139.3% | +92.0% |
| All | +258.5% | +314.7% | -56.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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