+258.5%
OKE vs CRS
+1,392.1%
-1,133.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.4% |
| 7D | +1.2% | -6.8% | +8.0% | +3.9% |
| 30D | +4.5% | -16.1% | +20.6% | +11.4% |
| 3M | +9.6% | -21.2% | +30.8% | +18.4% |
| 6M | +15.4% | +8.7% | +6.7% | +7.2% |
| YTD | +36.5% | +41.0% | -4.5% | +12.8% |
| 1Y | +39.0% | +82.7% | -43.7% | +0.5% |
| 3Y | +74.3% | +604.8% | -530.5% | -37.1% |
| 5Y | +141.2% | +1,384.7% | -1,243.5% | -45.0% |
| All | +258.5% | +1,392.1% | -1,133.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling