+74.3%
OKE vs CNI
+19.7%
+54.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +4.5% | -2.7% | +7.2% | +5.2% |
| 3M | +9.6% | +3.9% | +5.7% | +8.3% |
| 6M | +15.4% | +16.4% | -1.0% | +9.9% |
| YTD | +36.5% | +25.8% | +10.7% | +26.0% |
| 1Y | +39.0% | +32.4% | +6.6% | +25.8% |
| 3Y | +74.3% | +19.1% | +55.2% | +56.0% |
| All | +74.3% | +19.7% | +54.6% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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