-32.6%
OKTA vs CCJ
+326.6%
-359.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.0% | -0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.2% |
| 30D | +13.8% | -1.3% | +15.1% | +14.0% |
| 3M | +48.9% | +2.5% | +46.4% | +47.0% |
| 6M | +114.9% | -18.9% | +133.8% | +123.2% |
| YTD | +97.9% | +6.5% | +91.4% | +86.9% |
| 1Y | +89.7% | +22.8% | +66.9% | +67.7% |
| 3Y | +95.8% | +164.5% | -68.7% | +21.0% |
| 5Y | -32.6% | +303.7% | -336.3% | -68.7% |
| All | -32.6% | +326.6% | -359.2% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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