-53.3%
CSGP vs OKTA
+114.8%
-168.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.0% |
| 7D | +18.3% | -14.2% | +32.5% | +19.4% |
| 30D | +17.8% | -12.5% | +30.3% | +18.5% |
| 3M | +9.3% | +29.2% | -20.0% | +4.9% |
| 6M | -7.9% | +147.3% | -155.3% | -24.5% |
| YTD | -51.5% | +120.9% | -172.5% | -58.3% |
| 1Y | -53.3% | +119.7% | -173.0% | -59.8% |
| All | -53.3% | +114.8% | -168.1% | -59.8% |
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