+49.1%
OKE vs CSGP
-60.4%
+109.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.5% |
| 7D | -11.3% | +1.3% | -12.5% | -11.5% |
| 30D | -2.2% | +10.7% | -12.9% | -4.4% |
| 3M | -2.0% | +3.3% | -5.3% | -3.5% |
| 6M | +1.8% | -10.3% | +12.2% | +2.8% |
| YTD | +21.7% | -54.6% | +76.2% | +40.5% |
| 1Y | +31.9% | -54.6% | +86.5% | +52.2% |
| 3Y | +49.1% | -60.3% | +109.4% | +75.0% |
| All | +49.1% | -60.4% | +109.5% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling