-63.1%
CSGP vs OKTA
-30.1%
-33.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.3% | +8.4% | -7.1% | -0.1% |
| 30D | +2.8% | -13.7% | +16.5% | +4.7% |
| 3M | -6.3% | +18.0% | -24.3% | -11.5% |
| 6M | -3.2% | +133.8% | -137.0% | -22.6% |
| YTD | -54.0% | +111.5% | -165.4% | -62.7% |
| 1Y | -54.8% | +118.3% | -173.1% | -63.6% |
| 3Y | -60.6% | +168.0% | -228.6% | -71.1% |
| All | -63.1% | -30.1% | -33.0% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling