+15,835.0%
OKE vs CTAS
+23,079.4%
-7,244.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | +6.1% | -1.1% | +7.1% | +6.4% |
| 3M | +10.4% | +11.5% | -1.1% | +6.0% |
| 6M | +14.2% | +0.2% | +14.0% | +13.2% |
| YTD | +35.3% | +7.2% | +28.2% | +31.0% |
| 1Y | +40.6% | 0.0% | +40.6% | +39.3% |
| 3Y | +72.2% | +65.9% | +6.3% | +42.4% |
| 5Y | +139.6% | +109.6% | +30.1% | +82.4% |
| 10Y | +259.1% | +683.8% | -424.7% | +93.1% |
| All | +15,835.0% | +23,079.4% | -7,244.5% | +5,184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling