+5,411.1%
OKE vs CRL
+1,327.4%
+4,083.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -0.2% | -4.6% | +4.4% | +1.1% |
| 30D | +6.1% | +0.5% | +5.6% | +5.8% |
| 3M | +10.4% | +46.6% | -36.2% | -1.4% |
| 6M | +14.2% | +57.3% | -43.1% | -1.6% |
| YTD | +35.3% | +39.5% | -4.2% | +19.6% |
| 1Y | +40.6% | +76.9% | -36.2% | +15.0% |
| 3Y | +72.2% | +39.4% | +32.9% | +42.0% |
| 5Y | +139.6% | -37.2% | +176.8% | +144.2% |
| 10Y | +259.1% | +253.4% | +5.7% | +115.7% |
| All | +5,411.1% | +1,327.4% | +4,083.7% | +2,329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling