+173.8%
CAH vs OKTA
+90.2%
+83.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -5.1% | -2.4% | -2.7% | -5.1% |
| 30D | +0.2% | +13.0% | -12.9% | +0.3% |
| 3M | +6.3% | +41.7% | -35.4% | +6.3% |
| 6M | +9.4% | +105.9% | -96.5% | +8.9% |
| YTD | +15.0% | +92.6% | -77.6% | +14.6% |
| 1Y | +55.4% | +81.1% | -25.6% | +55.3% |
| 3Y | +173.8% | +84.8% | +89.0% | +172.7% |
| All | +173.8% | +90.2% | +83.6% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling