+225.3%
OKE vs CSGP
+61.5%
+163.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.5% |
| 7D | -5.0% | -3.2% | -1.8% | -4.2% |
| 30D | -1.6% | +2.2% | -3.8% | -3.3% |
| 3M | -2.2% | -3.7% | +1.4% | -2.8% |
| 6M | +5.0% | -7.4% | +12.4% | +5.0% |
| YTD | +24.8% | -54.9% | +79.7% | +55.0% |
| 1Y | +35.1% | -54.9% | +89.9% | +67.5% |
| 3Y | +57.5% | -61.9% | +119.4% | +101.9% |
| 5Y | +81.5% | -63.1% | +144.6% | +128.8% |
| 10Y | +225.3% | +65.1% | +160.2% | +203.1% |
| All | +225.3% | +61.5% | +163.9% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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