-14.6%
CRH vs OKTA
+90.9%
-105.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -1.7% | +2.6% | -4.3% | -1.7% |
| 30D | -5.4% | +16.0% | -21.4% | -5.8% |
| 3M | -11.2% | +38.2% | -49.4% | -12.6% |
| 6M | -15.8% | +137.8% | -153.6% | -21.0% |
| YTD | -23.6% | +97.3% | -120.9% | -25.2% |
| 1Y | -14.6% | +90.1% | -104.7% | -15.7% |
| All | -14.6% | +90.9% | -105.5% | -15.7% |
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