+87.2%
CNP vs OKTA
+601.1%
-513.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | -2.9% | +13.0% | -16.0% | -3.7% |
| 3M | -7.5% | +41.7% | -49.2% | -9.4% |
| 6M | -7.9% | +105.9% | -113.8% | -12.0% |
| YTD | +3.7% | +92.6% | -88.8% | -0.7% |
| 1Y | +4.6% | +81.1% | -76.5% | +0.4% |
| 3Y | +49.1% | +84.8% | -35.7% | +41.1% |
| 5Y | +69.2% | -34.4% | +103.7% | +68.3% |
| All | +87.2% | +601.1% | -513.9% | +53.6% |
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 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