+1,298.7%
CRDO vs OKTA
-9.2%
+1,308.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.5% |
| 7D | -4.5% | -2.4% | -2.1% | -3.7% |
| 30D | -39.2% | +13.0% | -52.3% | -42.2% |
| 3M | -38.5% | +41.7% | -80.2% | -46.0% |
| 6M | +40.6% | +105.9% | -65.4% | +5.2% |
| YTD | +13.2% | +92.6% | -79.3% | -13.7% |
| 1Y | +2.3% | +81.1% | -78.8% | -19.9% |
| 3Y | +942.5% | +84.8% | +857.7% | +688.7% |
| All | +1,298.7% | -9.2% | +1,308.0% | +1,057.6% |
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