-60.3%
CSGP vs OKTA
+141.0%
-201.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.2% | -4.5% |
| 7D | +1.3% | -19.0% | +20.3% | +3.5% |
| 30D | +10.7% | -22.6% | +33.3% | +13.4% |
| 3M | +3.3% | +17.5% | -14.3% | -1.1% |
| 6M | -10.3% | +117.8% | -128.2% | -24.7% |
| YTD | -54.6% | +95.1% | -149.7% | -61.2% |
| 1Y | -54.6% | +96.4% | -151.1% | -61.3% |
| 3Y | -60.3% | +149.0% | -209.3% | -69.2% |
| All | -60.3% | +141.0% | -201.3% | -69.2% |
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