+593.1%
CEG vs OKTA
-7.4%
+600.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +12.1% | +8.4% | +3.7% | +11.1% |
| 30D | +0.2% | -13.7% | +13.9% | +1.7% |
| 3M | +0.7% | +18.0% | -17.3% | -1.7% |
| 6M | +2.2% | +133.8% | -131.6% | -9.4% |
| YTD | -20.3% | +111.5% | -131.8% | -29.1% |
| 1Y | -16.1% | +118.3% | -134.4% | -25.7% |
| 3Y | +134.7% | +168.0% | -33.3% | +103.1% |
| All | +593.1% | -7.4% | +600.4% | +537.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling