+625.6%
OKTA vs CBRE
+350.9%
+274.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.6% | -2.0% | +4.6% | +3.4% |
| 30D | +16.0% | -2.2% | +18.2% | +16.6% |
| 3M | +38.2% | +12.9% | +25.3% | +30.2% |
| 6M | +137.8% | +4.3% | +133.5% | +130.5% |
| YTD | +97.3% | -8.0% | +105.3% | +100.6% |
| 1Y | +90.1% | -8.6% | +98.7% | +93.4% |
| 3Y | +98.0% | +71.9% | +26.1% | +52.0% |
| 5Y | -36.9% | +50.0% | -86.9% | -49.5% |
| All | +625.6% | +350.9% | +274.7% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling