+3,897.9%
OKE vs CSGP
+3,334.4%
+563.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +0.7% | -4.1% | +4.8% | +1.5% |
| 30D | +9.4% | +2.3% | +7.1% | +8.6% |
| 3M | +8.6% | -8.2% | +16.7% | +9.6% |
| 6M | +15.3% | -35.1% | +50.4% | +23.9% |
| YTD | +34.8% | -54.0% | +88.8% | +53.3% |
| 1Y | +35.3% | -65.3% | +100.6% | +62.0% |
| 3Y | +69.5% | -62.6% | +132.0% | +98.0% |
| 5Y | +135.2% | -64.8% | +200.0% | +172.8% |
| 10Y | +261.7% | +45.1% | +216.6% | +231.7% |
| All | +3,897.9% | +3,334.4% | +563.5% | +2,308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling