+811.2%
CDNS vs OKTA
+605.7%
+205.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.4% |
| 7D | -9.2% | +0.7% | -9.9% | -9.5% |
| 30D | -16.3% | +13.0% | -29.2% | -20.3% |
| 3M | -27.9% | +43.4% | -71.4% | -36.8% |
| 6M | -4.3% | +107.6% | -111.9% | -26.9% |
| YTD | -9.1% | +93.8% | -102.9% | -29.4% |
| 1Y | -21.2% | +80.8% | -102.1% | -37.5% |
| 3Y | +19.4% | +91.8% | -72.4% | -10.7% |
| 5Y | +71.6% | -36.4% | +108.0% | +67.0% |
| All | +811.2% | +605.7% | +205.5% | +410.8% |
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