+84.1%
CNC vs OKTA
+620.5%
-536.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | +0.8% | +13.8% | -13.0% | -0.9% |
| 3M | +0.1% | +48.9% | -48.8% | -4.4% |
| 6M | +79.7% | +114.9% | -35.3% | +64.1% |
| YTD | +58.9% | +97.9% | -39.0% | +45.9% |
| 1Y | +109.1% | +89.7% | +19.5% | +92.6% |
| 3Y | 0.0% | +95.8% | -95.8% | -10.4% |
| 5Y | +9.5% | -32.6% | +42.1% | +9.3% |
| All | +84.1% | +620.5% | -536.3% | +14.1% |
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