+74.5%
OKTA vs CAI
-11.0%
+85.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.4% |
| 7D | +5.9% | -3.1% | +9.0% | +6.2% |
| 30D | +14.6% | +2.7% | +11.9% | +13.9% |
| 3M | +44.0% | +41.7% | +2.3% | +37.1% |
| 6M | +116.7% | +26.5% | +90.2% | +106.5% |
| YTD | +99.8% | -10.9% | +110.7% | +95.8% |
| 1Y | +84.1% | -29.2% | +113.3% | +82.0% |
| All | +74.5% | -11.0% | +85.5% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling