+137.0%
OKE vs CG
-2.7%
+139.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +1.2% | -9.9% | +11.1% | +4.1% |
| 30D | +4.5% | -11.7% | +16.1% | +7.8% |
| 3M | +9.6% | -4.3% | +13.9% | +10.0% |
| 6M | +15.4% | -8.8% | +24.1% | +16.6% |
| YTD | +36.5% | -26.9% | +63.3% | +46.2% |
| 1Y | +39.0% | -35.4% | +74.4% | +54.4% |
| 3Y | +74.3% | +43.0% | +31.3% | +42.5% |
| All | +137.0% | -2.7% | +139.8% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling