+74.3%
OKE vs CRS
+612.2%
-537.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | +1.2% | -6.8% | +8.0% | +2.0% |
| 30D | +4.5% | -16.1% | +20.6% | +6.5% |
| 3M | +9.6% | -21.2% | +30.8% | +12.1% |
| 6M | +15.4% | +8.7% | +6.7% | +12.3% |
| YTD | +36.5% | +41.0% | -4.5% | +26.4% |
| 1Y | +39.0% | +82.7% | -43.7% | +21.2% |
| 3Y | +74.3% | +604.8% | -530.5% | +20.8% |
| All | +74.3% | +612.2% | -537.9% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling