+70.8%
CDNS vs OKTA
-35.6%
+106.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.7% |
| 30D | -13.0% | +13.8% | -26.8% | -17.0% |
| 3M | -26.0% | +48.9% | -74.9% | -35.3% |
| 6M | -2.8% | +114.9% | -117.8% | -25.4% |
| YTD | -8.8% | +97.9% | -106.7% | -28.6% |
| 1Y | -15.8% | +89.7% | -105.5% | -33.2% |
| 3Y | +19.7% | +95.8% | -76.1% | -8.8% |
| 5Y | +70.8% | -32.6% | +103.4% | +78.5% |
| All | +70.8% | -35.6% | +106.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling