+97.1%
CNP vs OKTA
+670.0%
-572.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.3% | +8.4% | -7.1% | +0.9% |
| 30D | +3.8% | -13.7% | +17.5% | +4.3% |
| 3M | +2.4% | +18.0% | -15.7% | +1.1% |
| 6M | -1.2% | +133.8% | -135.0% | -6.2% |
| YTD | +9.3% | +111.5% | -102.2% | +3.9% |
| 1Y | +6.4% | +118.3% | -111.9% | +1.0% |
| 3Y | +66.4% | +168.0% | -101.7% | +53.5% |
| 5Y | +75.7% | -30.1% | +105.7% | +74.3% |
| All | +97.1% | +670.0% | -572.9% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling