+6,299.0%
OKE vs CNI
+6,516.9%
-217.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +4.5% | -2.7% | +7.2% | +5.8% |
| 3M | +9.6% | +3.9% | +5.7% | +7.3% |
| 6M | +15.4% | +16.4% | -1.0% | +5.8% |
| YTD | +36.5% | +25.8% | +10.7% | +19.7% |
| 1Y | +39.0% | +32.4% | +6.6% | +18.5% |
| 3Y | +74.3% | +19.1% | +55.2% | +54.3% |
| 5Y | +141.2% | +13.6% | +127.6% | +117.6% |
| 10Y | +262.1% | +136.8% | +125.3% | +139.7% |
| All | +6,299.0% | +6,516.9% | -217.8% | +1,487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling