-55.5%
CCL vs OKTA
+605.7%
-661.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.9% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -20.0% | +13.0% | -33.0% | -23.2% |
| 3M | -13.7% | +43.4% | -57.1% | -22.1% |
| 6M | -9.0% | +107.6% | -116.6% | -27.0% |
| YTD | -22.8% | +93.8% | -116.6% | -37.4% |
| 1Y | -25.3% | +80.8% | -106.1% | -38.4% |
| 3Y | +54.1% | +91.8% | -37.7% | +21.1% |
| 5Y | +3.5% | -36.4% | +39.9% | -8.1% |
| All | -55.5% | +605.7% | -661.1% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling