+258.5%
OKE vs CMS
+118.9%
+139.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +1.2% | -1.9% | +3.2% | +2.1% |
| 30D | +4.5% | -4.1% | +8.6% | +6.5% |
| 3M | +9.6% | -7.1% | +16.7% | +13.2% |
| 6M | +15.4% | -10.1% | +25.4% | +20.7% |
| YTD | +36.5% | -1.7% | +38.2% | +37.0% |
| 1Y | +39.0% | -3.4% | +42.3% | +40.2% |
| 3Y | +74.3% | +31.6% | +42.7% | +50.9% |
| 5Y | +141.2% | +23.3% | +117.9% | +113.2% |
| All | +258.5% | +118.9% | +139.6% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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