-50.5%
CPNG vs OKTA
-34.5%
-16.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.6% |
| 6M | -19.4% | +105.9% | -125.4% | -38.4% |
| YTD | -35.9% | +92.6% | -128.5% | -50.3% |
| 1Y | -53.4% | +81.1% | -134.5% | -63.3% |
| 3Y | -20.0% | +84.8% | -104.8% | -42.2% |
| All | -50.5% | -34.5% | -16.0% | -51.3% |
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