+65.4%
CNP vs OKTA
+171.4%
-106.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.5% | +6.6% | -4.2% | +2.6% |
| 30D | +4.0% | -19.4% | +23.5% | +3.7% |
| 3M | +1.6% | +23.9% | -22.3% | +2.0% |
| 6M | -1.7% | +130.9% | -132.6% | -1.1% |
| YTD | +8.6% | +111.1% | -102.5% | +9.3% |
| 1Y | +5.8% | +115.5% | -109.7% | +6.4% |
| All | +65.4% | +171.4% | -106.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling