-24.8%
CCL vs OKTA
+90.9%
-115.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | +2.6% | -7.7% | -5.2% |
| 30D | -20.3% | +16.0% | -36.4% | -21.1% |
| 3M | -15.1% | +38.2% | -53.3% | -17.7% |
| 6M | -15.1% | +137.8% | -152.9% | -23.7% |
| YTD | -21.8% | +97.3% | -119.1% | -27.0% |
| 1Y | -24.8% | +90.1% | -114.9% | -28.4% |
| All | -24.8% | +90.9% | -115.7% | -28.4% |
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