-56.3%
CCL vs OKTA
+601.1%
-657.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.9% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -17.8% | +13.0% | -30.8% | -21.1% |
| 3M | -18.7% | +41.7% | -60.4% | -26.5% |
| 6M | -11.4% | +105.9% | -117.3% | -28.8% |
| YTD | -24.3% | +92.6% | -116.9% | -38.6% |
| 1Y | -28.8% | +81.1% | -109.9% | -41.4% |
| 3Y | +49.3% | +84.8% | -35.5% | +18.4% |
| 5Y | +1.6% | -34.4% | +36.1% | -10.1% |
| All | -56.3% | +601.1% | -657.4% | -73.7% |
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