+69.3%
CNP vs OKTA
-35.6%
+104.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -2.1% | +13.8% | -15.9% | -2.3% |
| 3M | -7.9% | +48.9% | -56.8% | -8.7% |
| 6M | -8.3% | +114.9% | -123.3% | -10.1% |
| YTD | +3.8% | +97.9% | -94.1% | +1.9% |
| 1Y | +5.9% | +89.7% | -83.8% | +4.1% |
| 3Y | +49.3% | +95.8% | -46.5% | +45.5% |
| 5Y | +69.3% | -32.6% | +101.9% | +58.3% |
| All | +69.3% | -35.6% | +104.8% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling