+580.6%
CVNA vs OKTA
+90.2%
+490.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | -7.3% | -2.4% | -4.9% | -6.5% |
| 30D | -4.6% | +13.0% | -17.6% | -10.4% |
| 3M | +2.0% | +41.7% | -39.7% | -12.8% |
| 6M | +11.7% | +105.9% | -94.2% | -22.8% |
| YTD | -18.1% | +92.6% | -110.6% | -42.0% |
| 1Y | -2.4% | +81.1% | -83.4% | -28.5% |
| 3Y | +580.6% | +84.8% | +495.7% | +359.0% |
| All | +580.6% | +90.2% | +490.3% | +359.0% |
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