+73.0%
CB vs OKTA
+171.4%
-98.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | 0.0% | +6.6% | -6.6% | +0.2% |
| 30D | +7.4% | -19.4% | +26.8% | +7.0% |
| 3M | +8.6% | +23.9% | -15.3% | +9.1% |
| 6M | +16.1% | +130.9% | -114.7% | +17.4% |
| YTD | +20.2% | +111.1% | -90.9% | +21.3% |
| 1Y | +27.2% | +115.5% | -88.3% | +28.4% |
| All | +73.0% | +171.4% | -98.4% | +81.6% |
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