+25.2%
CVNA vs OKTA
+114.8%
-89.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.7% |
| 7D | +31.3% | -14.2% | +45.5% | +33.8% |
| 30D | +21.7% | -12.5% | +34.2% | +23.5% |
| 3M | +14.0% | +29.2% | -15.2% | +8.2% |
| 6M | +3.0% | +147.3% | -144.4% | -17.4% |
| YTD | -8.1% | +120.9% | -129.1% | -24.2% |
| 1Y | +25.2% | +119.7% | -94.5% | +3.5% |
| All | +25.2% | +114.8% | -89.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling