+16,116.0%
OKE vs CP
+7,629.6%
+8,486.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +1.9% | +2.4% | -0.5% | +0.9% |
| 30D | +12.8% | -0.5% | +13.4% | +12.9% |
| 3M | +11.9% | +1.4% | +10.5% | +11.0% |
| 6M | +14.9% | +10.3% | +4.6% | +9.3% |
| YTD | +37.7% | +24.3% | +13.4% | +24.1% |
| 1Y | +44.1% | +20.4% | +23.6% | +31.3% |
| 3Y | +75.3% | +21.8% | +53.5% | +55.8% |
| 5Y | +144.0% | +31.5% | +112.5% | +108.2% |
| 10Y | +249.7% | +223.2% | +26.5% | +118.7% |
| All | +16,116.0% | +7,629.6% | +8,486.5% | +4,184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling