+72.9%
OKE vs CP
+19.7%
+53.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | +6.1% | -0.5% | +6.6% | +6.1% |
| 3M | +10.4% | +0.1% | +10.4% | +10.2% |
| 6M | +14.2% | +7.8% | +6.3% | +11.7% |
| YTD | +35.3% | +22.9% | +12.5% | +27.4% |
| 1Y | +40.6% | +21.3% | +19.3% | +32.8% |
| All | +72.9% | +19.7% | +53.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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