+90.1%
OKTA vs CAI
-31.3%
+121.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.6% | -2.2% | +4.8% | +2.9% |
| 30D | +16.0% | +52.4% | -36.4% | +8.8% |
| 3M | +38.2% | +45.1% | -6.9% | +30.4% |
| 6M | +137.8% | +26.2% | +111.6% | +125.3% |
| YTD | +97.3% | -7.1% | +104.4% | +92.7% |
| 1Y | +90.1% | -31.0% | +121.1% | +91.7% |
| All | +90.1% | -31.3% | +121.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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