+461.2%
OKE vs CG
+313.7%
+147.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | 0.0% | -9.8% | +9.8% | +4.7% |
| 30D | +4.6% | -10.3% | +14.9% | +9.4% |
| 3M | +6.9% | -1.7% | +8.6% | +6.2% |
| 6M | +15.8% | -9.8% | +25.6% | +18.2% |
| YTD | +35.2% | -25.6% | +60.8% | +49.1% |
| 1Y | +37.6% | -32.5% | +70.1% | +57.8% |
| 3Y | +72.0% | +45.6% | +26.4% | +23.9% |
| 5Y | +139.0% | +3.7% | +135.3% | +91.7% |
| 10Y | +258.7% | +321.1% | -62.3% | +39.6% |
| All | +461.2% | +313.7% | +147.4% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling