+139.2%
OKE vs CMS
+23.7%
+115.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +6.1% | -1.3% | +7.4% | +6.7% |
| 3M | +10.4% | -5.4% | +15.8% | +13.0% |
| 6M | +14.2% | -10.3% | +24.5% | +19.2% |
| YTD | +35.3% | -0.2% | +35.6% | +34.9% |
| 1Y | +40.6% | -0.9% | +41.5% | +40.2% |
| 3Y | +72.2% | +34.0% | +38.3% | +49.2% |
| All | +139.2% | +23.7% | +115.5% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling