+72.7%
OKE vs CNH
+6.3%
+66.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | 0.0% | -2.5% | +2.4% | +0.2% |
| 30D | +4.6% | +27.0% | -22.4% | +1.1% |
| 3M | +6.9% | +32.6% | -25.7% | +2.2% |
| 6M | +15.8% | +23.6% | -7.8% | +11.3% |
| YTD | +35.2% | +47.8% | -12.6% | +24.3% |
| 1Y | +37.6% | +21.3% | +16.3% | +32.4% |
| All | +72.7% | +6.3% | +66.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling