+339.8%
OKE vs CNH
+59.0%
+280.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.7% |
| 7D | -0.2% | +1.8% | -2.0% | -1.2% |
| 30D | +6.1% | +32.6% | -26.6% | -7.3% |
| 3M | +10.4% | +29.4% | -19.0% | -3.8% |
| 6M | +14.2% | +26.0% | -11.8% | -1.3% |
| YTD | +35.3% | +52.2% | -16.9% | +6.1% |
| 1Y | +40.6% | +23.9% | +16.8% | +20.8% |
| 3Y | +72.2% | +10.1% | +62.1% | +48.5% |
| 5Y | +139.6% | +13.2% | +126.5% | +93.8% |
| 10Y | +259.1% | +160.7% | +98.4% | +79.5% |
| All | +339.8% | +59.0% | +280.9% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling