-35.1%
CRDO vs OKTA
+96.1%
-131.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -10.4% | -7.3% | -14.8% |
| 7D | -32.0% | -22.9% | -9.2% | -27.0% |
| 30D | -49.1% | -21.7% | -27.4% | -45.5% |
| 3M | -50.0% | +16.4% | -66.4% | -51.3% |
| 6M | -42.0% | +120.1% | -162.1% | -52.4% |
| YTD | -21.9% | +97.9% | -119.9% | -34.0% |
| 1Y | -35.1% | +96.4% | -131.6% | -45.0% |
| All | -35.1% | +96.1% | -131.2% | -45.0% |
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