+612.9%
OKTA vs CBRE
+333.9%
+279.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.2% |
| 7D | +0.7% | -1.5% | +2.2% | +1.3% |
| 30D | +13.0% | -4.0% | +17.0% | +14.3% |
| 3M | +43.4% | +8.0% | +35.4% | +37.6% |
| 6M | +107.6% | +4.0% | +103.7% | +101.5% |
| YTD | +93.8% | -11.5% | +105.3% | +100.1% |
| 1Y | +80.8% | -13.0% | +93.8% | +87.7% |
| 3Y | +91.8% | +66.9% | +24.9% | +49.0% |
| 5Y | -36.4% | +45.0% | -81.4% | -48.4% |
| All | +612.9% | +333.9% | +279.0% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CBRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling