+41.1%
CLS vs OKTA
+90.9%
-49.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | +2.6% | +1.9% | +4.2% |
| 30D | -13.9% | +16.0% | -29.9% | -16.1% |
| 3M | -26.6% | +38.2% | -64.7% | -30.6% |
| 6M | +15.4% | +137.8% | -122.4% | +3.3% |
| YTD | +5.7% | +97.3% | -91.6% | +1.0% |
| 1Y | +41.1% | +90.1% | -49.0% | +40.0% |
| All | +41.1% | +90.9% | -49.8% | +40.0% |
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