+3,682.3%
CLS vs OKTA
-34.4%
+3,716.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.3% |
| 7D | +20.1% | +5.9% | +14.2% | +18.4% |
| 30D | +6.0% | +14.6% | -8.5% | +1.5% |
| 3M | -10.3% | +44.0% | -54.3% | -19.6% |
| 6M | +24.5% | +116.7% | -92.2% | -1.7% |
| YTD | +12.9% | +99.8% | -86.9% | -9.7% |
| 1Y | +36.7% | +84.1% | -47.4% | +12.0% |
| 3Y | +1,328.1% | +97.7% | +1,230.4% | +1,021.9% |
| 5Y | +3,682.3% | -35.2% | +3,717.5% | +3,612.4% |
| All | +3,682.3% | -34.4% | +3,716.7% | +3,612.4% |
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