+269.8%
CAH vs OKTA
+601.1%
-331.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -5.0% |
| 30D | +0.2% | +13.0% | -12.9% | -0.4% |
| 3M | +6.3% | +41.7% | -35.4% | +4.6% |
| 6M | +9.4% | +105.9% | -96.5% | +5.5% |
| YTD | +15.0% | +92.6% | -77.6% | +11.1% |
| 1Y | +55.4% | +81.1% | -25.6% | +50.6% |
| 3Y | +173.8% | +84.8% | +89.0% | +162.3% |
| 5Y | +395.2% | -34.4% | +429.6% | +402.5% |
| All | +269.8% | +601.1% | -331.2% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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