+46.8%
CSGP vs OKTA
+651.0%
-604.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.0% |
| 7D | -3.2% | -6.0% | +2.8% | -2.0% |
| 30D | +2.2% | -23.2% | +25.4% | +7.1% |
| 3M | -3.7% | +18.3% | -22.0% | -9.8% |
| 6M | -7.4% | +112.6% | -120.0% | -26.4% |
| YTD | -54.9% | +106.3% | -161.2% | -64.2% |
| 1Y | -54.9% | +108.0% | -162.9% | -64.3% |
| 3Y | -61.9% | +163.2% | -225.1% | -72.9% |
| 5Y | -63.1% | -30.9% | -32.2% | -65.5% |
| All | +46.8% | +651.0% | -604.2% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling