-36.9%
CBRS vs OKTA
+118.3%
-155.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.6% |
| 7D | +6.3% | +5.9% | +0.5% | +6.7% |
| 30D | -14.7% | +14.6% | -29.3% | -14.2% |
| 3M | -13.5% | +44.0% | -57.5% | -10.9% |
| All | -36.9% | +118.3% | -155.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling