+137.0%
OKE vs CNP
+67.8%
+69.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +1.2% | -1.4% | +2.7% | +2.0% |
| 30D | +4.5% | -2.9% | +7.4% | +6.1% |
| 3M | +9.6% | -7.5% | +17.1% | +14.2% |
| 6M | +15.4% | -7.9% | +23.3% | +20.2% |
| YTD | +36.5% | +3.7% | +32.7% | +33.1% |
| 1Y | +39.0% | +4.6% | +34.4% | +34.6% |
| 3Y | +74.3% | +49.1% | +25.2% | +35.7% |
| All | +137.0% | +67.8% | +69.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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