+634.8%
OKTA vs CDW
+177.2%
+457.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.9% |
| 7D | +5.9% | -4.2% | +10.1% | +8.4% |
| 30D | +14.6% | +4.9% | +9.7% | +12.0% |
| 3M | +44.0% | +7.3% | +36.7% | +36.7% |
| 6M | +116.7% | +19.2% | +97.5% | +90.9% |
| YTD | +99.8% | +6.2% | +93.6% | +86.7% |
| 1Y | +84.1% | -14.0% | +98.1% | +92.9% |
| 3Y | +97.7% | -30.0% | +127.7% | +126.9% |
| 5Y | -35.2% | -23.6% | -11.6% | -29.8% |
| All | +634.8% | +177.2% | +457.6% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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