+144.0%
OKE vs CSGP
-65.4%
+209.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +1.9% | -5.1% | +7.0% | +2.9% |
| 30D | +12.8% | +0.3% | +12.5% | +12.4% |
| 3M | +11.9% | -9.1% | +21.1% | +13.4% |
| 6M | +14.9% | -37.3% | +52.2% | +25.4% |
| YTD | +37.7% | -54.9% | +92.6% | +60.3% |
| 1Y | +44.1% | -65.5% | +109.6% | +78.7% |
| 3Y | +75.3% | -63.3% | +138.5% | +110.7% |
| 5Y | +144.0% | -65.8% | +209.8% | +196.1% |
| All | +144.0% | -65.4% | +209.4% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling