+612.9%
OKTA vs CAG
-44.8%
+657.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | -5.3% | +6.0% | +1.0% |
| 30D | +13.0% | +1.0% | +12.0% | +12.8% |
| 3M | +43.4% | +17.4% | +26.1% | +41.5% |
| 6M | +107.6% | -16.8% | +124.4% | +110.3% |
| YTD | +93.8% | -6.8% | +100.6% | +94.2% |
| 1Y | +80.8% | -15.4% | +96.2% | +82.7% |
| 3Y | +91.8% | -37.1% | +128.9% | +97.7% |
| 5Y | -36.4% | -41.3% | +4.9% | -34.2% |
| All | +612.9% | -44.8% | +657.7% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling