+3,634.9%
OKE vs CSGP
+3,263.3%
+371.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.5% | -7.1% | +6.6% | +0.8% |
| 30D | -3.1% | +3.6% | -6.7% | -4.3% |
| 3M | -2.6% | -2.7% | +0.1% | -3.0% |
| 6M | +2.8% | -8.0% | +10.8% | +3.0% |
| YTD | +25.9% | -55.0% | +80.9% | +42.8% |
| 1Y | +34.0% | -55.8% | +89.7% | +52.3% |
| 3Y | +58.9% | -62.0% | +120.9% | +84.0% |
| 5Y | +81.8% | -62.9% | +144.7% | +107.7% |
| 10Y | +236.1% | +62.6% | +173.5% | +200.9% |
| All | +3,634.9% | +3,263.3% | +371.6% | +2,142.9% |
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