+188.7%
CB vs OKTA
+620.5%
-431.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.8% |
| 30D | -2.4% | +13.8% | -16.2% | -2.9% |
| 3M | +2.8% | +48.9% | -46.1% | +1.2% |
| 6M | +4.8% | +114.9% | -110.2% | +1.3% |
| YTD | +9.2% | +97.9% | -88.7% | +5.8% |
| 1Y | +22.8% | +89.7% | -66.9% | +19.1% |
| 3Y | +71.1% | +95.8% | -24.7% | +64.3% |
| 5Y | +101.0% | -32.6% | +133.6% | +100.9% |
| All | +188.7% | +620.5% | -431.7% | +134.0% |
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