+2,182.0%
CLS vs OKTA
+605.7%
+1,576.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.0% |
| 7D | +12.8% | +0.7% | +12.1% | +12.7% |
| 30D | +3.8% | +13.0% | -9.2% | +0.7% |
| 3M | -14.6% | +43.4% | -58.1% | -21.4% |
| 6M | +32.2% | +107.6% | -75.4% | +11.6% |
| YTD | +11.6% | +93.8% | -82.2% | -5.0% |
| 1Y | +35.1% | +80.8% | -45.8% | +16.6% |
| 3Y | +1,312.5% | +91.8% | +1,220.7% | +1,089.8% |
| 5Y | +3,542.1% | -36.4% | +3,578.4% | +3,227.9% |
| All | +2,182.0% | +605.7% | +1,576.3% | +1,526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling