+626.9%
CEG vs OKTA
-12.5%
+639.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.0% |
| 7D | +1.3% | +5.9% | -4.5% | +0.7% |
| 30D | +8.8% | +14.6% | -5.7% | +6.7% |
| 3M | +17.0% | +44.0% | -27.0% | +11.3% |
| 6M | -8.7% | +116.7% | -125.4% | -18.7% |
| YTD | -16.4% | +99.8% | -116.2% | -25.0% |
| 1Y | -1.8% | +84.1% | -85.8% | -10.9% |
| 3Y | +175.8% | +97.7% | +78.1% | +146.1% |
| All | +626.9% | -12.5% | +639.5% | +574.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling