-46.8%
CPNG vs OKTA
+90.9%
-137.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -7.4% | +2.6% | -10.1% | -7.7% |
| 30D | -4.4% | +16.0% | -20.5% | -6.0% |
| 3M | -7.5% | +38.2% | -45.7% | -11.1% |
| 6M | -19.9% | +137.8% | -157.8% | -29.3% |
| YTD | -35.2% | +97.3% | -132.5% | -40.9% |
| 1Y | -46.8% | +90.1% | -136.9% | -50.8% |
| All | -46.8% | +90.9% | -137.7% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling