+225.3%
OKE vs CVE
+132.7%
+92.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -5.0% | -10.0% | +5.0% | +0.2% |
| 30D | -1.6% | -11.9% | +10.2% | +4.6% |
| 3M | -2.2% | -5.9% | +3.7% | +0.3% |
| 6M | +5.0% | -1.6% | +6.5% | +4.6% |
| YTD | +24.8% | +66.3% | -41.5% | -5.7% |
| 1Y | +35.1% | +57.5% | -22.5% | +4.7% |
| 3Y | +57.5% | +65.4% | -8.0% | +14.4% |
| 5Y | +81.5% | +144.2% | -62.6% | +0.1% |
| 10Y | +225.3% | +135.5% | +89.8% | +19.2% |
| All | +225.3% | +132.7% | +92.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling