+44.6%
OKE vs CPAY
+59.0%
-14.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -3.5% |
| 7D | -5.2% | +5.7% | -11.0% | -5.1% |
| 30D | +1.1% | +4.2% | -3.1% | +1.3% |
| 3M | +2.2% | +5.6% | -3.4% | +2.3% |
| 6M | 0.0% | +34.7% | -34.6% | +0.3% |
| YTD | +26.5% | +39.1% | -12.6% | +26.0% |
| 1Y | +44.6% | +60.3% | -15.7% | +38.2% |
| All | +44.6% | +59.0% | -14.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling