+608.2%
OKTA vs CBRE
+328.5%
+279.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.4% |
| 7D | -2.4% | -5.0% | +2.6% | -0.5% |
| 30D | +13.0% | -4.7% | +17.7% | +14.7% |
| 3M | +41.7% | +6.5% | +35.2% | +36.6% |
| 6M | +105.9% | +6.1% | +99.9% | +98.0% |
| YTD | +92.6% | -12.6% | +105.2% | +99.6% |
| 1Y | +81.1% | -15.3% | +96.4% | +89.9% |
| 3Y | +84.8% | +64.6% | +20.2% | +44.3% |
| 5Y | -34.4% | +45.0% | -79.4% | -46.7% |
| All | +608.2% | +328.5% | +279.7% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling