+352.0%
CPRT vs OKTA
+618.3%
-266.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +16.6% | +16.0% | +0.6% | +12.5% |
| 3M | +9.6% | +38.2% | -28.6% | +1.7% |
| 6M | -11.1% | +137.8% | -148.9% | -27.5% |
| YTD | -13.9% | +97.3% | -111.2% | -27.2% |
| 1Y | -32.5% | +90.1% | -122.6% | -42.7% |
| 3Y | -25.0% | +98.0% | -123.0% | -39.4% |
| 5Y | -7.4% | -36.9% | +29.5% | -10.6% |
| All | +352.0% | +618.3% | -266.3% | +163.5% |
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 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