+608.2%
OKTA vs CAG
-47.2%
+655.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | -2.1% |
| 30D | +13.0% | -2.4% | +15.4% | +13.0% |
| 3M | +41.7% | +9.8% | +31.9% | +40.4% |
| 6M | +105.9% | -10.8% | +116.8% | +107.2% |
| YTD | +92.6% | -10.8% | +103.4% | +93.4% |
| 1Y | +81.1% | -19.0% | +100.0% | +83.3% |
| 3Y | +84.8% | -39.7% | +124.5% | +91.0% |
| 5Y | -34.4% | -43.0% | +8.5% | -32.2% |
| All | +608.2% | -47.2% | +655.4% | +537.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling