+301.5%
CPRT vs OKTA
+601.1%
-299.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.1% |
| 7D | -11.2% | -2.4% | -8.8% | -10.8% |
| 30D | +3.3% | +13.0% | -9.7% | +0.1% |
| 3M | -3.6% | +41.7% | -45.3% | -10.9% |
| 6M | -15.8% | +105.9% | -121.7% | -29.1% |
| YTD | -23.5% | +92.6% | -116.1% | -35.1% |
| 1Y | -38.8% | +81.1% | -119.8% | -47.5% |
| 3Y | -33.4% | +84.8% | -118.3% | -45.5% |
| 5Y | -16.4% | -34.4% | +18.1% | -20.0% |
| All | +301.5% | +601.1% | -299.6% | +135.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling