+137.0%
OKE vs CRL
-37.1%
+174.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +1.2% | -3.5% | +4.8% | +1.7% |
| 30D | +4.5% | -2.1% | +6.6% | +4.7% |
| 3M | +9.6% | +48.0% | -38.4% | +3.1% |
| 6M | +15.4% | +64.7% | -49.4% | +5.9% |
| YTD | +36.5% | +39.5% | -3.0% | +28.2% |
| 1Y | +39.0% | +74.2% | -35.2% | +24.6% |
| 3Y | +74.3% | +39.4% | +34.9% | +55.9% |
| All | +137.0% | -37.1% | +174.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling