-28.8%
CPRT vs OKTA
+97.4%
-126.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.0% |
| 7D | -0.4% | +5.9% | -6.3% | -1.0% |
| 30D | +8.2% | +14.6% | -6.3% | +6.4% |
| 3M | +2.3% | +44.0% | -41.7% | -2.3% |
| 6M | -14.7% | +116.7% | -131.5% | -23.9% |
| YTD | -18.2% | +99.8% | -118.0% | -26.3% |
| 1Y | -33.4% | +84.1% | -117.4% | -39.4% |
| All | -28.8% | +97.4% | -126.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling