-54.9%
CSGP vs OKTA
+107.8%
-162.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -2.9% |
| 7D | -3.2% | -6.0% | +2.8% | -2.8% |
| 30D | +2.2% | -23.2% | +25.4% | +4.0% |
| 3M | -3.7% | +18.3% | -22.0% | -6.8% |
| 6M | -7.4% | +112.6% | -120.0% | -21.6% |
| YTD | -54.9% | +106.3% | -161.2% | -61.0% |
| 1Y | -54.9% | +108.0% | -162.9% | -61.1% |
| All | -54.9% | +107.8% | -162.7% | -61.1% |
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