-69.3%
CPNG vs OKTA
-29.0%
-40.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.8% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | -7.4% | +13.0% | -20.4% | -12.0% |
| 3M | -12.3% | +41.7% | -54.0% | -22.7% |
| 6M | -19.4% | +105.9% | -125.4% | -38.5% |
| YTD | -35.9% | +92.6% | -128.5% | -50.4% |
| 1Y | -53.4% | +81.1% | -134.5% | -63.4% |
| 3Y | -20.0% | +84.8% | -104.8% | -42.3% |
| 5Y | -49.6% | -34.4% | -15.1% | -50.8% |
| All | -69.3% | -29.0% | -40.3% | -71.3% |
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 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