+838.1%
CLS vs OKTA
+171.9%
+666.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +16.3% | +8.4% | +7.9% | +13.7% |
| 30D | -25.7% | -13.7% | -12.0% | -22.4% |
| 3M | -30.9% | +18.0% | -48.9% | -34.4% |
| 6M | -35.5% | +133.8% | -169.3% | -50.7% |
| YTD | -18.7% | +111.5% | -130.2% | -37.1% |
| 1Y | -17.9% | +118.3% | -136.2% | -37.3% |
| 3Y | +838.1% | +168.0% | +670.1% | +602.7% |
| All | +838.1% | +171.9% | +666.2% | +602.7% |
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