+118.3%
OKTA vs CDW
+19.9%
+98.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.5% |
| 7D | +8.4% | +9.3% | -0.9% | +3.8% |
| 30D | -13.7% | +14.4% | -28.1% | -19.0% |
| 3M | +18.0% | +21.4% | -3.4% | +7.5% |
| 6M | +133.8% | +72.8% | +61.0% | +84.3% |
| YTD | +111.5% | +28.0% | +83.5% | +78.1% |
| 1Y | +118.3% | +19.3% | +99.0% | +91.4% |
| All | +118.3% | +19.9% | +98.4% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling