+304.6%
CMG vs OKTA
+601.1%
-296.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | +10.9% | +13.0% | -2.1% | +7.2% |
| 3M | +15.8% | +41.7% | -25.9% | +6.6% |
| 6M | +6.9% | +105.9% | -99.0% | -10.9% |
| YTD | -2.2% | +92.6% | -94.7% | -17.8% |
| 1Y | -7.1% | +81.1% | -88.1% | -21.1% |
| 3Y | -7.1% | +84.8% | -92.0% | -24.7% |
| 5Y | -4.8% | -34.4% | +29.7% | -8.8% |
| All | +304.6% | +601.1% | -296.4% | +175.3% |
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