+367.7%
CMI vs OKTA
+620.5%
-252.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -12.8% | +13.8% | -26.6% | -13.9% |
| 3M | -12.4% | +48.9% | -61.3% | -15.4% |
| 6M | -0.9% | +114.9% | -115.8% | -7.9% |
| YTD | +8.9% | +97.9% | -89.0% | +1.7% |
| 1Y | +37.7% | +89.7% | -52.0% | +29.1% |
| 3Y | +148.9% | +95.8% | +53.0% | +129.8% |
| 5Y | +164.4% | -32.6% | +197.0% | +154.1% |
| All | +367.7% | +620.5% | -252.7% | +258.6% |
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