-14.1%
CPRT vs OKTA
-35.6%
+21.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -8.4% | +0.4% | -8.8% | -8.5% |
| 30D | +4.6% | +13.8% | -9.2% | +1.7% |
| 3M | -1.9% | +48.9% | -50.8% | -9.4% |
| 6M | -15.3% | +114.9% | -130.2% | -28.2% |
| YTD | -21.5% | +97.9% | -119.3% | -32.6% |
| 1Y | -36.6% | +89.7% | -126.3% | -45.3% |
| 3Y | -31.2% | +95.8% | -127.0% | -43.3% |
| 5Y | -14.1% | -32.6% | +18.5% | -10.5% |
| All | -14.1% | -35.6% | +21.4% | -10.5% |
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