+242.9%
OKE vs CSGP
+65.8%
+177.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.2% |
| 7D | +5.4% | +1.3% | +4.0% | +4.9% |
| 30D | -1.3% | +2.8% | -4.1% | -3.1% |
| 3M | -2.0% | -6.3% | +4.3% | -1.6% |
| 6M | +3.4% | -3.2% | +6.6% | +2.0% |
| YTD | +28.2% | -54.0% | +82.1% | +58.3% |
| 1Y | +35.7% | -54.8% | +90.5% | +68.5% |
| 3Y | +61.0% | -60.6% | +121.6% | +104.3% |
| 5Y | +85.8% | -62.6% | +148.4% | +133.8% |
| All | +242.9% | +65.8% | +177.1% | +213.5% |
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