+16,116.0%
OKE vs CPB
+333.3%
+15,782.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.7% |
| 7D | +1.9% | -8.2% | +10.1% | +4.1% |
| 30D | +12.8% | -5.6% | +18.4% | +14.3% |
| 3M | +11.9% | +3.0% | +9.0% | +10.4% |
| 6M | +14.9% | -12.7% | +27.6% | +18.0% |
| YTD | +37.7% | -18.0% | +55.7% | +43.5% |
| 1Y | +44.1% | -31.7% | +75.8% | +57.3% |
| 3Y | +75.3% | -41.0% | +116.2% | +95.6% |
| 5Y | +144.0% | -38.4% | +182.4% | +166.4% |
| 10Y | +249.7% | -45.0% | +294.7% | +277.7% |
| All | +16,116.0% | +333.3% | +15,782.7% | +9,240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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