-29.7%
OKTA vs CBRE
+26.1%
-55.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +8.4% | -1.8% | +10.2% | +9.5% |
| 30D | -13.7% | +3.3% | -17.0% | -16.0% |
| 3M | +18.0% | -12.4% | +30.4% | +25.1% |
| 6M | +133.8% | -5.4% | +139.2% | +133.2% |
| YTD | +111.5% | -17.2% | +128.7% | +127.0% |
| 1Y | +118.3% | -13.1% | +131.4% | +126.3% |
| 3Y | +168.0% | +81.6% | +86.5% | +48.0% |
| All | -29.7% | +26.1% | -55.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling