+3,065.8%
CVNA vs OKTA
+539.9%
+2,525.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -3.7% |
| 7D | -4.3% | +0.4% | -4.7% | -4.6% |
| 30D | -2.4% | +13.8% | -16.2% | -13.6% |
| 3M | +4.5% | +48.9% | -44.4% | -22.2% |
| 6M | +10.2% | +114.9% | -104.7% | -40.5% |
| YTD | -16.7% | +97.9% | -114.6% | -53.2% |
| 1Y | -3.8% | +89.7% | -93.4% | -44.3% |
| 3Y | +648.3% | +95.8% | +552.5% | +285.0% |
| 5Y | +6.6% | -32.6% | +39.2% | +2.8% |
| All | +3,065.8% | +539.9% | +2,525.9% | +924.1% |
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