+119.7%
OKTA vs CAG
-6.8%
+126.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.2% | +2.6% |
| 7D | -14.2% | +9.7% | -23.9% | -11.5% |
| 30D | -12.5% | +15.8% | -28.2% | -8.5% |
| 3M | +29.2% | +1.8% | +27.4% | +30.9% |
| 6M | +147.3% | +11.5% | +135.8% | +155.1% |
| YTD | +120.9% | -6.7% | +127.7% | +125.6% |
| 1Y | +119.7% | -5.6% | +125.3% | +122.5% |
| All | +119.7% | -6.8% | +126.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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