-61.5%
CSGP vs OKTA
+171.0%
-232.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -7.1% | -4.6% | -2.5% | -6.7% |
| 30D | +3.6% | -19.7% | +23.4% | +5.8% |
| 3M | -2.7% | +21.2% | -24.0% | -7.0% |
| 6M | -8.0% | +123.1% | -131.1% | -22.4% |
| YTD | -55.0% | +110.8% | -165.7% | -61.9% |
| 1Y | -55.8% | +113.0% | -168.7% | -62.6% |
| All | -61.5% | +171.0% | -232.5% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling