+74.3%
OKE vs CTAS
+67.2%
+7.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +4.5% | -0.7% | +5.2% | +4.7% |
| 3M | +9.6% | +11.1% | -1.5% | +5.3% |
| 6M | +15.4% | +2.1% | +13.2% | +14.5% |
| YTD | +36.5% | +8.0% | +28.5% | +32.2% |
| 1Y | +39.0% | -0.5% | +39.4% | +39.2% |
| 3Y | +74.3% | +66.2% | +8.1% | +41.1% |
| All | +74.3% | +67.2% | +7.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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