+2,296.6%
CLS vs OKTA
+601.1%
+1,695.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.7% | +9.3% | +7.1% |
| 7D | +10.9% | -2.4% | +13.4% | +11.4% |
| 30D | +2.1% | +13.0% | -10.9% | -1.0% |
| 3M | -10.2% | +41.7% | -51.9% | -17.2% |
| 6M | +30.4% | +105.9% | -75.6% | +10.2% |
| YTD | +17.2% | +92.6% | -75.3% | -0.1% |
| 1Y | +41.0% | +81.1% | -40.0% | +21.7% |
| 3Y | +1,338.0% | +84.8% | +1,253.1% | +1,118.3% |
| 5Y | +3,860.6% | -34.4% | +3,895.0% | +3,508.5% |
| All | +2,296.6% | +601.1% | +1,695.6% | +1,609.5% |
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 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