+15,834.9%
OKE vs CNP
+1,831.2%
+14,003.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +6.1% | -0.1% | +6.1% | +6.1% |
| 3M | +10.4% | -5.6% | +16.1% | +12.8% |
| 6M | +14.2% | -7.5% | +21.6% | +17.3% |
| YTD | +35.3% | +5.5% | +29.8% | +32.4% |
| 1Y | +40.6% | +8.3% | +32.3% | +36.2% |
| 3Y | +72.2% | +51.8% | +20.5% | +46.4% |
| 5Y | +139.6% | +69.9% | +69.7% | +95.6% |
| 10Y | +259.1% | +139.9% | +119.2% | +165.6% |
| All | +15,834.9% | +1,831.2% | +14,003.7% | +6,609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling