+607.3%
CEG vs OKTA
-13.3%
+620.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +2.9% | +13.8% | -10.9% | +1.0% |
| 3M | +18.2% | +48.9% | -30.7% | +12.0% |
| 6M | -9.5% | +114.9% | -124.5% | -19.3% |
| YTD | -18.7% | +97.9% | -116.6% | -27.0% |
| 1Y | -10.1% | +89.7% | -99.8% | -18.9% |
| 3Y | +168.3% | +95.8% | +72.5% | +139.7% |
| All | +607.3% | -13.3% | +620.7% | +556.9% |
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