+46.8%
CSGP vs OKTA
+605.7%
-558.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | +0.3% | +13.0% | -12.7% | -3.5% |
| 3M | -9.1% | +43.4% | -52.6% | -18.0% |
| 6M | -37.3% | +107.6% | -144.9% | -49.3% |
| YTD | -54.9% | +93.8% | -148.7% | -63.0% |
| 1Y | -65.5% | +80.8% | -146.4% | -71.4% |
| 3Y | -63.3% | +91.8% | -155.1% | -71.3% |
| 5Y | -65.8% | -36.4% | -29.4% | -66.9% |
| All | +46.8% | +605.7% | -558.8% | -20.4% |
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