-16.2%
CDNS vs OKTA
+90.9%
-107.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -14.0% | +2.6% | -16.6% | -14.5% |
| 30D | -13.2% | +16.0% | -29.2% | -16.8% |
| 3M | -28.9% | +38.2% | -67.1% | -35.8% |
| 6M | -4.2% | +137.8% | -142.0% | -31.4% |
| YTD | -6.4% | +97.3% | -103.7% | -25.4% |
| 1Y | -16.2% | +90.1% | -106.3% | -31.7% |
| All | -16.2% | +90.9% | -107.1% | -31.7% |
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 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