-19.7%
CDNS vs OKTA
+88.5%
-108.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -13.0% | +13.8% | -26.8% | -16.1% |
| 3M | -26.0% | +48.9% | -74.9% | -34.4% |
| 6M | -2.8% | +114.9% | -117.8% | -25.8% |
| YTD | -8.8% | +97.9% | -106.7% | -26.7% |
| All | -19.7% | +88.5% | -108.2% | -33.2% |
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 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