+172.4%
CEG vs OKTA
+97.4%
+75.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.1% |
| 7D | +1.3% | +5.9% | -4.5% | +0.6% |
| 30D | +8.8% | +14.6% | -5.7% | +6.5% |
| 3M | +17.0% | +44.0% | -27.0% | +10.3% |
| 6M | -8.7% | +116.7% | -125.4% | -21.3% |
| YTD | -16.4% | +99.8% | -116.2% | -27.2% |
| 1Y | -1.8% | +84.1% | -85.8% | -12.8% |
| All | +172.4% | +97.4% | +75.1% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling