-16.7%
CTSH vs OKTA
-35.6%
+18.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -9.8% | +0.4% | -10.2% | -9.9% |
| 30D | +0.1% | +13.8% | -13.7% | -2.6% |
| 3M | +13.2% | +48.9% | -35.7% | +4.7% |
| 6M | -6.2% | +114.9% | -121.1% | -19.5% |
| YTD | -28.5% | +97.9% | -126.3% | -37.9% |
| 1Y | -13.8% | +89.7% | -103.5% | -24.7% |
| 3Y | -13.7% | +95.8% | -109.5% | -27.0% |
| 5Y | -16.7% | -32.6% | +15.9% | -23.3% |
| All | -16.7% | -35.6% | +18.9% | -23.3% |
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