-2.7%
CEG vs OKTA
+90.9%
-93.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | +2.6% | +5.4% | +8.1% |
| 30D | +12.9% | +16.0% | -3.1% | +13.0% |
| 3M | +13.2% | +38.2% | -25.0% | +13.5% |
| 6M | -7.0% | +137.8% | -144.8% | -7.7% |
| YTD | -15.0% | +97.3% | -112.3% | -15.3% |
| 1Y | -2.7% | +90.1% | -92.8% | 0.0% |
| All | -2.7% | +90.9% | -93.6% | 0.0% |
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