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  • OKE vs CTAS✓SelectedUSD · CTASOKE vs CTAS performance historyLatest closeAs of-1.73%09/09
Stock and ETF performance explorer

OKE vs CTAS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,835.0%
CTAS return
+23,079.4%
Excess return
-7,244.5%
Maximum drawdown
-80.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCTASExcessAlpha
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