+49.6%
CSGP vs OKTA
+618.3%
-568.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.7% |
| 30D | +2.3% | +16.0% | -13.7% | -2.2% |
| 3M | -8.2% | +38.2% | -46.3% | -16.4% |
| 6M | -35.1% | +137.8% | -172.9% | -49.3% |
| YTD | -54.0% | +97.3% | -151.3% | -62.5% |
| 1Y | -65.3% | +90.1% | -155.4% | -71.5% |
| 3Y | -62.6% | +98.0% | -160.6% | -71.0% |
| 5Y | -64.8% | -36.9% | -27.9% | -65.9% |
| All | +49.6% | +618.3% | -568.7% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling