+854.0%
OKE vs CPAY
+1,532.9%
-678.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -2.0% | +3.2% | +2.2% |
| 30D | +4.5% | -0.4% | +4.8% | +4.4% |
| 3M | +9.6% | +16.4% | -6.7% | +1.0% |
| 6M | +15.4% | +23.5% | -8.1% | +1.5% |
| YTD | +36.5% | +35.7% | +0.8% | +12.4% |
| 1Y | +39.0% | +30.2% | +8.8% | +16.2% |
| 3Y | +74.3% | +49.7% | +24.6% | +30.3% |
| 5Y | +141.2% | +56.6% | +84.6% | +70.6% |
| 10Y | +262.1% | +153.8% | +108.3% | +110.1% |
| All | +854.0% | +1,532.9% | -678.9% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling