-23.9%
CPRT vs OKTA
+114.8%
-138.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +5.0% |
| 7D | +12.6% | -14.2% | +26.8% | +13.2% |
| 30D | +18.0% | -12.5% | +30.5% | +18.4% |
| 3M | +11.0% | +29.2% | -18.3% | +8.8% |
| 6M | -2.0% | +147.3% | -149.4% | -10.9% |
| YTD | -16.7% | +120.9% | -137.6% | -23.5% |
| 1Y | -23.9% | +119.7% | -143.5% | -30.1% |
| All | -23.9% | +114.8% | -138.6% | -30.1% |
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