-65.3%
CSGP vs OKTA
+90.9%
-156.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | +2.6% | -6.7% | -4.4% |
| 30D | +2.3% | +16.0% | -13.7% | +0.3% |
| 3M | -8.2% | +38.2% | -46.3% | -13.1% |
| 6M | -35.1% | +137.8% | -172.9% | -47.2% |
| YTD | -54.0% | +97.3% | -151.3% | -60.1% |
| 1Y | -65.3% | +90.1% | -155.4% | -69.9% |
| All | -65.3% | +90.9% | -156.2% | -69.9% |
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