-70.2%
CPNG vs OKTA
-27.0%
-43.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -11.1% | +13.8% | -24.9% | -15.7% |
| 3M | -3.0% | +48.9% | -51.9% | -15.5% |
| 6M | -23.5% | +114.9% | -138.4% | -42.3% |
| YTD | -37.8% | +97.9% | -135.7% | -52.3% |
| 1Y | -54.3% | +89.7% | -144.0% | -64.6% |
| 3Y | -20.8% | +95.8% | -116.6% | -44.0% |
| 5Y | -51.1% | -32.6% | -18.4% | -52.6% |
| All | -70.2% | -27.0% | -43.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling