+16,116.0%
OKE vs CMS
+460.5%
+15,655.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +12.8% | -3.2% | +16.0% | +14.1% |
| 3M | +11.9% | -2.2% | +14.1% | +12.8% |
| 6M | +14.9% | -9.4% | +24.3% | +18.8% |
| YTD | +37.7% | +0.7% | +37.0% | +37.0% |
| 1Y | +44.1% | +0.4% | +43.7% | +43.3% |
| 3Y | +75.3% | +35.2% | +40.1% | +55.8% |
| 5Y | +144.0% | +24.1% | +119.9% | +122.2% |
| 10Y | +249.7% | +115.8% | +133.9% | +162.1% |
| All | +16,116.0% | +460.5% | +15,655.5% | +7,671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling