+32.2%
CB vs OKTA
+114.8%
-82.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +5.3% | -14.2% | +19.4% | +4.6% |
| 30D | +13.2% | -12.5% | +25.7% | +12.7% |
| 3M | +7.8% | +29.2% | -21.5% | +9.1% |
| 6M | +15.8% | +147.3% | -131.6% | +19.7% |
| YTD | +21.0% | +120.9% | -100.0% | +23.3% |
| 1Y | +32.2% | +119.7% | -87.5% | +34.4% |
| All | +32.2% | +114.8% | -82.6% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling