+139.0%
OKE vs CNH
+8.8%
+130.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | 0.0% | -2.5% | +2.4% | +0.4% |
| 30D | +4.6% | +27.0% | -22.4% | -2.2% |
| 3M | +6.9% | +32.6% | -25.7% | -1.9% |
| 6M | +15.8% | +23.6% | -7.8% | +7.1% |
| YTD | +35.2% | +47.8% | -12.6% | +17.2% |
| 1Y | +37.6% | +21.3% | +16.3% | +27.1% |
| 3Y | +72.0% | +7.0% | +65.1% | +61.7% |
| 5Y | +139.0% | +10.2% | +128.8% | +105.1% |
| All | +139.0% | +8.8% | +130.2% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling